+919.6%
MSTR vs ZCMD
-100.0%
+1,019.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.3% |
| 7D | +12.2% | -8.0% | +20.2% | +12.5% |
| 30D | +45.2% | -27.9% | +73.0% | +46.6% |
| 3M | +10.4% | -74.6% | +85.0% | +9.4% |
| 6M | -2.5% | -99.5% | +97.0% | +8.6% |
| YTD | -6.0% | -99.7% | +93.7% | +8.8% |
| 1Y | -56.4% | -99.9% | +43.5% | -48.0% |
| 3Y | +306.3% | -100.0% | +406.3% | +479.6% |
| 5Y | +100.5% | -100.0% | +200.5% | +193.9% |
| All | +919.6% | -100.0% | +1,019.6% | +1,682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling