+304.5%
MSTR vs ZS
+8.5%
+295.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.6% |
| 7D | +12.2% | -7.8% | +20.0% | +16.5% |
| 30D | +45.2% | +5.0% | +40.1% | +41.8% |
| 3M | +10.4% | +25.5% | -15.2% | -0.4% |
| 6M | -2.5% | +8.7% | -11.2% | -13.2% |
| YTD | -6.0% | -24.5% | +18.5% | +3.1% |
| 1Y | -56.4% | -36.7% | -19.7% | -47.3% |
| All | +304.5% | +8.5% | +295.9% | +261.1% |
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 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