-24.5%
MDB vs ZS
-42.6%
+18.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.2% | -0.1% |
| 7D | -18.0% | -9.2% | -8.8% | -11.8% |
| 30D | -10.7% | -4.0% | -6.7% | -7.8% |
| 3M | +1.0% | +25.3% | -24.3% | -14.3% |
| 6M | +31.6% | -1.3% | +32.9% | +23.3% |
| YTD | -15.2% | -28.0% | +12.8% | -0.2% |
| 1Y | +10.1% | -42.5% | +52.6% | +51.3% |
| 3Y | -5.6% | +0.7% | -6.4% | -24.4% |
| 5Y | -24.5% | -42.3% | +17.8% | -6.9% |
| All | -24.5% | -42.6% | +18.1% | -6.9% |
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