+72.1%
MA vs ZS
+18.6%
+53.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | +2.3% | -16.9% | +19.2% | +3.9% |
| 30D | +14.7% | -7.4% | +22.1% | +15.1% |
| 3M | +13.5% | +21.6% | -8.1% | +10.5% |
| 6M | +33.1% | +42.4% | -9.3% | +25.3% |
| YTD | +15.1% | -12.1% | +27.2% | +14.0% |
| 1Y | +18.7% | -37.8% | +56.6% | +22.8% |
| 3Y | +72.1% | +20.9% | +51.2% | +53.3% |
| All | +72.1% | +18.6% | +53.4% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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