+181.3%
MS vs ZS
+6.8%
+174.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.0% |
| 7D | +1.4% | -7.8% | +9.2% | +2.7% |
| 30D | -0.3% | +5.0% | -5.3% | -1.3% |
| 3M | +0.3% | +25.5% | -25.2% | -4.0% |
| 6M | +31.3% | +8.7% | +22.6% | +25.1% |
| YTD | +24.7% | -24.5% | +49.2% | +28.9% |
| 1Y | +47.9% | -36.7% | +84.6% | +58.4% |
| All | +181.3% | +6.8% | +174.6% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling