+199.8%
MPC vs ZS
+9.6%
+190.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.5% |
| 3M | +16.7% | +2.3% | +14.4% | +15.8% |
| 6M | +67.6% | +26.3% | +41.3% | +60.7% |
| YTD | +157.9% | -14.4% | +172.4% | +157.4% |
| 1Y | +116.7% | -37.6% | +154.3% | +126.0% |
| 3Y | +199.8% | +8.0% | +191.7% | +171.9% |
| All | +199.8% | +9.6% | +190.2% | +171.9% |
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