+117.2%
MPC vs ZS
-31.8%
+149.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.3% | -7.8% | -8.1% |
| 7D | -10.9% | -12.3% | +1.3% | -10.5% |
| 30D | -9.4% | +11.2% | -20.6% | -9.8% |
| 3M | +26.0% | +37.5% | -11.6% | +23.8% |
| 6M | +56.5% | +57.8% | -1.3% | +52.3% |
| YTD | +144.3% | -0.2% | +144.5% | +128.6% |
| 1Y | +117.2% | -31.6% | +148.9% | +104.2% |
| All | +117.2% | -31.8% | +149.1% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling