-40.5%
MDB vs ZS
-45.5%
+4.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | +6.8% | -2.6% | +9.5% | +8.8% |
| 30D | -6.2% | -12.8% | +6.6% | +3.3% |
| 3M | -29.2% | +2.3% | -31.5% | -32.0% |
| 6M | +10.3% | +26.3% | -16.0% | -15.0% |
| YTD | -20.4% | -14.4% | -5.9% | -19.5% |
| 1Y | -4.8% | -37.6% | +32.8% | +21.4% |
| 3Y | -11.6% | +8.0% | -19.6% | -33.6% |
| All | -40.5% | -45.5% | +4.9% | -22.9% |
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 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