+155.9%
MAR vs ZS
+517.5%
-361.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.6% |
| 7D | -4.2% | -7.8% | +3.7% | -3.4% |
| 30D | -6.7% | +5.0% | -11.7% | -7.4% |
| 3M | -12.5% | +25.5% | -38.0% | -15.0% |
| 6M | +0.6% | +8.7% | -8.1% | -2.4% |
| YTD | +9.1% | -24.5% | +33.6% | +10.3% |
| 1Y | +26.2% | -36.7% | +62.9% | +29.9% |
| 3Y | +68.2% | +7.2% | +60.9% | +60.6% |
| 5Y | +163.9% | -40.9% | +204.8% | +154.0% |
| All | +155.9% | +517.5% | -361.6% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling