+503.2%
ZS vs MAS
+137.7%
+365.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -1.2% |
| 7D | -11.1% | +3.3% | -14.3% | -12.3% |
| 30D | -14.8% | +25.5% | -40.3% | -23.1% |
| 3M | +18.0% | +11.8% | +6.2% | +11.6% |
| 6M | +30.8% | +21.3% | +9.5% | +17.4% |
| YTD | -11.5% | +37.7% | -49.3% | -27.1% |
| 1Y | -37.8% | +41.0% | -78.8% | -49.6% |
| 3Y | +16.6% | +63.0% | -46.4% | -16.3% |
| 5Y | -43.6% | +44.1% | -87.7% | -57.8% |
| All | +503.2% | +137.7% | +365.4% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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