+123.2%
MPC vs ZS
-41.1%
+164.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.9% | +2.5% |
| 7D | +3.9% | -9.2% | +13.1% | +4.4% |
| 30D | +33.8% | -4.0% | +37.8% | +33.9% |
| 3M | +49.9% | +25.3% | +24.6% | +48.1% |
| 6M | +80.9% | -1.3% | +82.2% | +79.3% |
| YTD | +147.4% | -28.0% | +175.4% | +141.0% |
| 1Y | +123.2% | -42.5% | +165.7% | +126.2% |
| All | +123.2% | -41.1% | +164.3% | +126.2% |
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