+668.3%
MPC vs ZS
+599.9%
+68.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +11.2% | -2.6% | +13.9% | +11.5% |
| 30D | -14.5% | -12.8% | -1.7% | -13.7% |
| 3M | +16.7% | +2.3% | +14.4% | +16.0% |
| 6M | +67.6% | +26.3% | +41.3% | +62.8% |
| YTD | +157.9% | -14.4% | +172.4% | +156.6% |
| 1Y | +116.7% | -37.6% | +154.3% | +120.5% |
| 3Y | +199.8% | +8.0% | +191.7% | +190.1% |
| 5Y | +604.4% | -44.9% | +649.3% | +588.3% |
| All | +668.3% | +599.9% | +68.4% | +442.8% |
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