+466.0%
MSFT vs ZS
+504.0%
-38.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -1.0% |
| 7D | -1.0% | -3.8% | +2.8% | -0.2% |
| 30D | -2.7% | -6.0% | +3.3% | -1.6% |
| 3M | +22.1% | +32.0% | -9.9% | +13.9% |
| 6M | +20.6% | +2.1% | +18.4% | +16.2% |
| YTD | +2.3% | -26.2% | +28.5% | +5.7% |
| 1Y | -0.5% | -41.2% | +40.6% | +7.4% |
| 3Y | +50.5% | +3.3% | +47.2% | +39.2% |
| 5Y | +72.3% | -40.7% | +113.1% | +67.7% |
| All | +466.0% | +504.0% | -38.0% | +254.8% |
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