+27.0%
MMM vs ZS
+604.7%
-577.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.6% | -13.7% | +11.0% | -1.8% |
| 30D | +17.4% | -14.2% | +31.6% | +18.4% |
| 3M | +3.6% | +8.5% | -4.9% | +2.7% |
| 6M | +33.0% | +30.2% | +2.9% | +29.3% |
| YTD | +19.6% | -13.8% | +33.5% | +19.3% |
| 1Y | +14.0% | -41.5% | +55.6% | +16.9% |
| 3Y | +164.3% | +10.7% | +153.6% | +156.5% |
| 5Y | +49.3% | -43.6% | +92.9% | +46.0% |
| All | +27.0% | +604.7% | -577.7% | -3.0% |
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