+145.7%
MP vs ZS
+10.3%
+135.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +2.3% | -13.7% | +15.9% | +4.4% |
| 30D | -15.3% | -14.2% | -1.1% | -13.6% |
| 3M | -33.5% | +8.5% | -42.0% | -34.5% |
| 6M | -45.5% | +30.2% | -75.7% | -48.3% |
| YTD | -27.3% | -13.8% | -13.5% | -26.4% |
| 1Y | -40.7% | -41.5% | +0.8% | -36.0% |
| All | +145.7% | +10.3% | +135.3% | +108.9% |
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