+39.3%
MTZ vs ZS
-41.1%
+80.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.4% | +3.4% |
| 7D | +3.6% | -9.2% | +12.8% | +2.8% |
| 30D | -9.6% | -4.0% | -5.6% | -9.8% |
| 3M | -31.9% | +25.3% | -57.2% | -30.5% |
| 6M | -13.8% | -1.3% | -12.5% | -10.8% |
| YTD | +13.3% | -28.0% | +41.3% | +23.7% |
| 1Y | +39.3% | -42.5% | +81.8% | +57.8% |
| All | +39.3% | -41.1% | +80.4% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling