+483.2%
ZS vs MAS
+134.3%
+349.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.6% | +3.0% | -5.6% | -3.9% |
| 30D | -12.8% | +22.4% | -35.2% | -20.5% |
| 3M | +2.3% | +14.5% | -12.2% | -4.2% |
| 6M | +26.3% | +27.1% | -0.9% | +10.9% |
| YTD | -14.4% | +35.8% | -50.2% | -29.1% |
| 1Y | -37.6% | +39.4% | -77.0% | -49.2% |
| 3Y | +8.0% | +60.3% | -52.2% | -21.9% |
| 5Y | -44.9% | +39.4% | -84.3% | -58.2% |
| All | +483.2% | +134.3% | +349.0% | +223.2% |
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