+254.1%
MP vs ZS
+79.2%
+174.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.8% |
| 7D | -10.5% | -16.9% | +6.4% | -6.0% |
| 30D | -23.5% | -7.4% | -16.1% | -22.2% |
| 3M | -25.4% | +21.6% | -47.0% | -30.3% |
| 6M | -51.3% | +42.4% | -93.6% | -58.0% |
| YTD | -29.9% | -12.1% | -17.8% | -31.3% |
| 1Y | -31.8% | -37.8% | +6.0% | -25.8% |
| 3Y | +127.0% | +20.9% | +106.1% | +85.9% |
| 5Y | -3.3% | -41.6% | +38.3% | -7.4% |
| All | +254.1% | +79.2% | +174.9% | +186.3% |
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