+23.5%
MMM vs ZS
+599.9%
-576.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -0.8% | -2.6% | +1.8% | -0.6% |
| 30D | +11.7% | -12.8% | +24.5% | +12.5% |
| 3M | +1.0% | +2.3% | -1.3% | +0.5% |
| 6M | +26.0% | +26.3% | -0.2% | +22.8% |
| YTD | +16.3% | -14.4% | +30.8% | +16.0% |
| 1Y | +9.6% | -37.6% | +47.3% | +11.9% |
| 3Y | +157.3% | +8.0% | +149.3% | +150.2% |
| 5Y | +42.5% | -44.9% | +87.4% | +39.4% |
| All | +23.5% | +599.9% | -576.4% | -5.7% |
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