+27.4%
MMM vs ZS
+608.8%
-581.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | +7.0% | -13.4% | +20.4% | +7.9% |
| 30D | +18.4% | -16.6% | +35.0% | +19.5% |
| 3M | +4.5% | +10.3% | -5.8% | +3.4% |
| 6M | +33.4% | +28.1% | +5.3% | +29.8% |
| YTD | +20.0% | -13.3% | +33.3% | +19.5% |
| 1Y | +15.0% | -40.7% | +55.8% | +17.8% |
| 3Y | +165.0% | +11.4% | +153.6% | +157.1% |
| 5Y | +47.9% | -42.2% | +90.1% | +44.4% |
| All | +27.4% | +608.8% | -581.4% | -2.8% |
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