+383.6%
MS vs ZS
+488.9%
-105.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.1% |
| 7D | +2.5% | -9.2% | +11.7% | +3.7% |
| 30D | 0.0% | -4.0% | +4.0% | +0.3% |
| 3M | +2.4% | +25.3% | -22.8% | -1.0% |
| 6M | +36.4% | -1.3% | +37.7% | +33.7% |
| YTD | +23.8% | -28.0% | +51.8% | +26.3% |
| 1Y | +48.6% | -42.5% | +91.1% | +55.9% |
| 3Y | +179.1% | +0.7% | +178.4% | +168.5% |
| 5Y | +144.8% | -42.3% | +187.1% | +138.0% |
| All | +383.6% | +488.9% | -105.2% | +236.9% |
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 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