+154.2%
MSTR vs ZCMD
-100.0%
+254.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.6% |
| 7D | -4.0% | +9.1% | -13.0% | -4.1% |
| 30D | -18.6% | -37.1% | +18.5% | -18.0% |
| 3M | +25.6% | -53.7% | +79.3% | +26.8% |
| 6M | -33.1% | -99.7% | +66.6% | -32.6% |
| YTD | -17.3% | -99.9% | +82.5% | -16.7% |
| 1Y | -48.1% | -99.9% | +51.8% | -48.0% |
| 3Y | +154.2% | -100.0% | +254.2% | +173.1% |
| All | +154.2% | -100.0% | +254.2% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling