+258.1%
MTZ vs ZS
+18.6%
+239.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.1% | +12.6% | +9.8% |
| 7D | -6.4% | -16.9% | +10.5% | -5.1% |
| 30D | -22.1% | -7.4% | -14.6% | -21.8% |
| 3M | -32.7% | +21.6% | -54.2% | -34.4% |
| 6M | -59.8% | +42.4% | -102.2% | -62.8% |
| YTD | -19.9% | -12.1% | -7.8% | -16.7% |
| 1Y | -11.5% | -37.8% | +26.4% | +2.3% |
| 3Y | +258.1% | +20.9% | +237.2% | +171.9% |
| All | +258.1% | +18.6% | +239.4% | +171.9% |
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 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