+73.1%
MA vs ZS
-42.1%
+115.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.5% |
| 7D | -2.7% | -7.8% | +5.1% | -1.6% |
| 30D | +1.5% | +5.0% | -3.5% | +0.5% |
| 3M | +20.4% | +25.5% | -5.1% | +15.9% |
| 6M | +11.1% | +8.7% | +2.4% | +7.1% |
| YTD | +2.0% | -24.5% | +26.5% | +3.5% |
| 1Y | -2.2% | -36.7% | +34.5% | +1.8% |
| 3Y | +41.9% | +7.2% | +34.7% | +31.1% |
| All | +73.1% | -42.1% | +115.2% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling