+393.3%
MTZ vs ZS
+488.9%
-95.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.4% | +4.4% |
| 7D | +3.6% | -9.2% | +12.8% | +4.8% |
| 30D | -9.6% | -4.0% | -5.6% | -9.4% |
| 3M | -31.9% | +25.3% | -57.2% | -34.5% |
| 6M | -13.8% | -1.3% | -12.5% | -16.1% |
| YTD | +13.3% | -28.0% | +41.3% | +15.4% |
| 1Y | +39.3% | -42.5% | +81.8% | +46.9% |
| 3Y | +168.3% | +0.7% | +167.6% | +155.3% |
| 5Y | +166.4% | -42.3% | +208.7% | +161.4% |
| All | +393.3% | +488.9% | -95.5% | +236.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling