+46.0%
MSFT vs ZS
+10.0%
+36.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | -5.2% | +2.8% | -1.3% |
| 30D | -3.8% | -15.5% | +11.7% | -0.5% |
| 3M | +6.4% | +9.0% | -2.6% | +3.1% |
| 6M | +28.8% | +32.2% | -3.4% | +15.4% |
| YTD | +8.8% | -14.1% | +22.9% | +7.6% |
| 1Y | +3.2% | -39.1% | +42.2% | +10.3% |
| All | +46.0% | +10.0% | +36.0% | +30.6% |
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