+1,639.8%
MU vs ZS
+504.0%
+1,135.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.2% |
| 7D | +7.5% | -3.8% | +11.3% | +8.3% |
| 30D | +19.4% | -6.0% | +25.4% | +20.5% |
| 3M | +9.8% | +32.0% | -22.2% | +1.5% |
| 6M | +164.1% | +2.1% | +162.0% | +149.6% |
| YTD | +260.3% | -26.2% | +286.5% | +266.9% |
| 1Y | +661.2% | -41.2% | +702.3% | +723.4% |
| 3Y | +1,380.8% | +3.3% | +1,377.5% | +1,260.9% |
| 5Y | +1,346.4% | -40.7% | +1,387.1% | +1,304.6% |
| All | +1,639.8% | +504.0% | +1,135.8% | +859.4% |
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