+15.9%
MS vs ZS
-38.6%
+54.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.1% |
| 7D | +0.7% | -11.1% | +11.8% | +1.6% |
| 30D | -0.9% | -14.8% | +13.9% | 0.0% |
| 3M | -13.0% | +18.0% | -31.0% | -13.9% |
| 6M | -2.0% | +30.8% | -32.8% | -5.3% |
| YTD | +7.8% | -11.5% | +19.3% | +7.9% |
| All | +15.9% | -38.6% | +54.5% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling