+475.3%
MSFT vs ZS
+517.5%
-42.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.0% |
| 7D | -2.7% | -7.8% | +5.1% | -1.0% |
| 30D | +2.7% | +5.0% | -2.3% | +1.2% |
| 3M | +17.0% | +25.5% | -8.6% | +10.3% |
| 6M | +23.8% | +8.7% | +15.1% | +17.6% |
| YTD | +4.0% | -24.5% | +28.5% | +6.9% |
| 1Y | -0.8% | -36.7% | +35.9% | +5.4% |
| 3Y | +55.6% | +7.2% | +48.4% | +42.7% |
| 5Y | +72.9% | -40.9% | +113.8% | +68.3% |
| All | +475.3% | +517.5% | -42.2% | +259.0% |
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