+847.5%
MSTR vs ZCMD
-100.0%
+947.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -2.9% |
| 7D | +7.7% | -4.1% | +11.9% | +7.9% |
| 30D | +36.3% | -22.7% | +59.1% | +37.3% |
| 3M | +13.4% | -62.5% | +75.9% | +10.4% |
| 6M | -4.5% | -99.5% | +95.0% | +6.5% |
| YTD | -12.7% | -99.7% | +87.1% | +1.0% |
| 1Y | -59.6% | -99.9% | +40.3% | -51.6% |
| 3Y | +272.5% | -100.0% | +372.4% | +429.9% |
| 5Y | +107.1% | -100.0% | +207.1% | +200.8% |
| All | +847.5% | -100.0% | +947.5% | +1,554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling