+620.6%
MPC vs ZS
+517.5%
+103.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.6% |
| 7D | +5.4% | -7.8% | +13.3% | +6.0% |
| 30D | +31.0% | +5.0% | +25.9% | +30.4% |
| 3M | +46.0% | +25.5% | +20.5% | +43.4% |
| 6M | +77.3% | +8.7% | +68.6% | +74.4% |
| YTD | +141.9% | -24.5% | +166.4% | +143.7% |
| 1Y | +120.9% | -36.7% | +157.6% | +125.1% |
| 3Y | +182.7% | +7.2% | +175.5% | +174.7% |
| 5Y | +646.4% | -40.9% | +687.4% | +629.6% |
| All | +620.6% | +517.5% | +103.1% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling