+0.6%
ZS vs MAGS
+126.5%
-125.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.3% |
| 7D | -3.8% | +0.8% | -4.7% | -4.3% |
| 30D | -6.0% | +0.4% | -6.4% | -6.1% |
| 3M | +32.0% | +5.6% | +26.4% | +26.6% |
| 6M | +2.1% | +12.3% | -10.2% | -7.4% |
| YTD | -26.2% | +5.1% | -31.2% | -29.3% |
| 1Y | -41.2% | +14.0% | -55.1% | -47.2% |
| All | +0.6% | +126.5% | -125.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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