+745.2%
MDB vs ZS
+608.8%
+136.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.7% |
| 7D | -1.0% | -13.4% | +12.4% | +8.2% |
| 30D | -14.0% | -16.6% | +2.6% | -3.7% |
| 3M | -20.3% | +10.3% | -30.6% | -26.3% |
| 6M | +10.9% | +28.1% | -17.3% | -11.5% |
| YTD | -20.9% | -13.3% | -7.6% | -20.2% |
| 1Y | -11.2% | -40.7% | +29.5% | +13.1% |
| 3Y | -11.9% | +11.4% | -23.3% | -29.4% |
| 5Y | -40.2% | -42.2% | +2.0% | -30.1% |
| All | +745.2% | +608.8% | +136.4% | +266.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling