+1,127.7%
MU vs ZS
+608.8%
+518.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -15.2% | -13.4% | -1.8% | -12.1% |
| 30D | -29.5% | -16.6% | -12.9% | -26.4% |
| 3M | -15.8% | +10.3% | -26.1% | -18.4% |
| 6M | -2.9% | +28.1% | -31.0% | -12.4% |
| YTD | +154.2% | -13.3% | +167.6% | +148.6% |
| 1Y | +186.6% | -40.7% | +227.3% | +209.9% |
| 3Y | +871.5% | +11.4% | +860.1% | +777.1% |
| 5Y | +911.7% | -42.2% | +953.9% | +883.3% |
| All | +1,127.7% | +608.8% | +518.9% | +549.9% |
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 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