+308.3%
MS vs ZS
+618.8%
-310.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.2% |
| 7D | -1.6% | -16.9% | +15.3% | +0.8% |
| 30D | -3.8% | -7.4% | +3.7% | -3.0% |
| 3M | -14.6% | +21.6% | -36.2% | -17.3% |
| 6M | -5.1% | +42.4% | -47.4% | -11.5% |
| YTD | +4.5% | -12.1% | +16.6% | +3.4% |
| 1Y | +13.5% | -37.8% | +51.4% | +17.5% |
| 3Y | +160.4% | +20.9% | +139.5% | +143.5% |
| 5Y | +112.9% | -41.6% | +154.5% | +104.3% |
| All | +308.3% | +618.8% | -310.5% | +175.7% |
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