+10.6%
MMM vs ZS
+504.0%
-493.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -2.0% |
| 7D | -2.6% | -3.8% | +1.3% | -2.4% |
| 30D | -9.3% | -6.0% | -3.3% | -9.0% |
| 3M | +5.6% | +32.0% | -26.4% | +3.5% |
| 6M | +9.5% | +2.1% | +7.3% | +8.2% |
| YTD | +4.1% | -26.2% | +30.3% | +5.1% |
| 1Y | +9.4% | -41.2% | +50.5% | +12.2% |
| 3Y | +101.0% | +3.3% | +97.7% | +96.4% |
| 5Y | +26.1% | -40.7% | +66.8% | +23.4% |
| All | +10.6% | +504.0% | -493.4% | -14.5% |
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