-19.3%
MP vs ZS
-44.3%
+25.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +11.0% | -5.2% | +16.2% | +12.5% |
| 30D | -11.7% | -15.5% | +3.8% | -8.1% |
| 3M | -30.8% | +9.0% | -39.8% | -33.2% |
| 6M | -42.9% | +32.2% | -75.1% | -49.4% |
| YTD | -25.9% | -14.1% | -11.8% | -26.6% |
| 1Y | -37.3% | -39.1% | +1.8% | -31.2% |
| 3Y | +150.7% | +10.4% | +140.3% | +111.5% |
| 5Y | -19.3% | -44.6% | +25.4% | -21.5% |
| All | -19.3% | -44.3% | +25.0% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling