+838.7%
MDB vs ZS
+517.5%
+321.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -1.2% |
| 7D | -17.4% | -7.8% | -9.6% | -12.8% |
| 30D | -2.0% | +5.0% | -7.1% | -4.6% |
| 3M | -3.0% | +25.5% | -28.5% | -15.7% |
| 6M | +48.7% | +8.7% | +40.0% | +33.7% |
| YTD | -12.1% | -24.5% | +12.4% | -1.4% |
| 1Y | +14.5% | -36.7% | +51.2% | +41.8% |
| 3Y | -6.1% | +7.2% | -13.4% | -21.3% |
| 5Y | -27.3% | -40.9% | +13.6% | -12.7% |
| All | +838.7% | +517.5% | +321.3% | +352.8% |
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