+113.8%
MSTR vs ZS
-42.6%
+156.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.2% | -1.7% |
| 7D | +9.3% | -9.2% | +18.5% | +15.8% |
| 30D | +36.5% | -4.0% | +40.5% | +39.3% |
| 3M | +7.3% | +25.3% | -18.0% | -6.7% |
| 6M | +2.2% | -1.3% | +3.5% | -7.2% |
| YTD | -10.2% | -28.0% | +17.8% | -0.5% |
| 1Y | -58.6% | -42.5% | -16.1% | -47.2% |
| 3Y | +283.2% | +0.7% | +282.5% | +212.0% |
| 5Y | +113.8% | -42.3% | +156.1% | +138.6% |
| All | +113.8% | -42.6% | +156.4% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling