+51.2%
MSFT vs ZS
+0.9%
+50.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -0.1% |
| 7D | -1.4% | -9.2% | +7.8% | +0.7% |
| 30D | -1.0% | -4.0% | +3.0% | -0.5% |
| 3M | +20.2% | +25.3% | -5.1% | +13.0% |
| 6M | +21.3% | -1.3% | +22.6% | +16.7% |
| YTD | +2.8% | -28.0% | +30.8% | +6.8% |
| 1Y | 0.0% | -42.5% | +42.5% | +8.7% |
| 3Y | +51.2% | +0.7% | +50.5% | +32.5% |
| All | +51.2% | +0.9% | +50.3% | +32.5% |
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 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