+40.6%
MDT vs ZS
+498.3%
-457.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | -3.4% | -3.1% | -0.3% | -3.3% |
| 30D | +0.2% | -7.2% | +7.4% | +0.5% |
| 3M | +14.3% | +30.5% | -16.2% | +12.5% |
| 6M | +4.0% | +7.0% | -3.0% | +2.8% |
| YTD | -3.7% | -26.8% | +23.2% | -2.9% |
| 1Y | -0.4% | -42.6% | +42.2% | +1.8% |
| 3Y | +23.3% | -0.3% | +23.6% | +20.5% |
| 5Y | -18.9% | -39.2% | +20.3% | -20.7% |
| All | +40.6% | +498.3% | -457.8% | +12.6% |
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