+45.5%
MDT vs ZS
+517.5%
-471.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.4% |
| 7D | +3.2% | -7.8% | +11.1% | +3.6% |
| 30D | +9.5% | +5.0% | +4.5% | +9.1% |
| 3M | +16.0% | +25.5% | -9.6% | +14.4% |
| 6M | +0.2% | +8.7% | -8.5% | -1.0% |
| YTD | -0.3% | -24.5% | +24.2% | +0.4% |
| 1Y | +4.7% | -36.7% | +41.4% | +6.4% |
| 3Y | +26.5% | +7.2% | +19.3% | +23.1% |
| 5Y | -18.2% | -40.9% | +22.7% | -20.0% |
| All | +45.5% | +517.5% | -471.9% | +16.4% |
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