+46.2%
MSTR vs ZS
-43.7%
+89.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | -4.0% | -11.1% | +7.1% | +2.8% |
| 30D | -18.6% | -14.8% | -3.8% | -10.9% |
| 3M | +25.6% | +18.0% | +7.6% | +11.8% |
| 6M | -33.1% | +30.8% | -63.9% | -48.3% |
| YTD | -17.3% | -11.5% | -5.8% | -20.1% |
| 1Y | -48.1% | -37.8% | -10.3% | -37.2% |
| 3Y | +154.2% | +16.6% | +137.6% | +89.4% |
| 5Y | +46.2% | -43.6% | +89.8% | +51.9% |
| All | +46.2% | -43.7% | +89.9% | +51.9% |
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