+386.9%
MS vs ZS
+517.5%
-130.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.8% |
| 7D | +1.4% | -7.8% | +9.2% | +2.4% |
| 30D | -0.3% | +5.0% | -5.3% | -1.1% |
| 3M | +0.3% | +25.5% | -25.2% | -3.0% |
| 6M | +31.3% | +8.7% | +22.6% | +27.1% |
| YTD | +24.7% | -24.5% | +49.2% | +26.4% |
| 1Y | +47.9% | -36.7% | +84.6% | +53.2% |
| 3Y | +178.3% | +7.2% | +171.1% | +165.6% |
| 5Y | +144.9% | -40.9% | +185.8% | +137.1% |
| All | +386.9% | +517.5% | -130.5% | +237.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling