+153.3%
MP vs ZS
+6.8%
+146.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +2.0% |
| 7D | -2.9% | -7.8% | +5.0% | -1.8% |
| 30D | +13.8% | +5.0% | +8.8% | +12.9% |
| 3M | -16.7% | +25.5% | -42.2% | -19.6% |
| 6M | -11.5% | +8.7% | -20.2% | -14.4% |
| YTD | +7.9% | -24.5% | +32.4% | +11.6% |
| 1Y | -15.0% | -36.7% | +21.7% | -9.6% |
| All | +153.3% | +6.8% | +146.5% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling