+192.2%
MNST vs ZS
+504.0%
-311.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | -3.6% | -3.8% | +0.3% | -3.2% |
| 30D | -6.3% | -6.0% | -0.3% | -5.9% |
| 3M | -5.0% | +32.0% | -37.0% | -7.8% |
| 6M | +13.1% | +2.1% | +11.0% | +11.0% |
| YTD | +11.8% | -26.2% | +37.9% | +13.1% |
| 1Y | +35.2% | -41.2% | +76.4% | +40.0% |
| 3Y | +52.0% | +3.3% | +48.7% | +44.5% |
| 5Y | +77.9% | -40.7% | +118.6% | +72.6% |
| All | +192.2% | +504.0% | -311.8% | +118.0% |
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