+328.9%
MS vs ZS
+604.7%
-275.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -1.7% | -13.7% | +11.9% | +0.1% |
| 30D | +0.9% | -14.2% | +15.1% | +2.7% |
| 3M | -10.8% | +8.5% | -19.4% | -12.4% |
| 6M | +0.9% | +30.2% | -29.3% | -4.7% |
| YTD | +9.8% | -13.8% | +23.6% | +8.9% |
| 1Y | +17.1% | -41.5% | +58.6% | +22.2% |
| 3Y | +175.7% | +10.7% | +165.0% | +160.6% |
| 5Y | +125.9% | -43.6% | +169.5% | +117.7% |
| All | +328.9% | +604.7% | -275.8% | +190.3% |
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