-11.9%
MDB vs ZS
+14.2%
-26.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.6% |
| 7D | -1.0% | -13.4% | +12.4% | +7.2% |
| 30D | -14.0% | -16.6% | +2.6% | -4.7% |
| 3M | -20.3% | +10.3% | -30.6% | -25.4% |
| 6M | +10.9% | +28.1% | -17.3% | -9.6% |
| YTD | -20.9% | -13.3% | -7.6% | -19.9% |
| 1Y | -11.2% | -40.7% | +29.5% | +11.1% |
| 3Y | -11.9% | +11.4% | -23.3% | -36.9% |
| All | -11.9% | +14.2% | -26.1% | -36.9% |
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