+414.5%
ZS vs MAS
+100.4%
+314.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -5.3% |
| 7D | -7.8% | -0.8% | -7.1% | -7.6% |
| 30D | +5.0% | -5.6% | +10.6% | +7.5% |
| 3M | +25.5% | +4.4% | +21.1% | +21.6% |
| 6M | +8.7% | +7.2% | +1.5% | +2.0% |
| YTD | -24.5% | +16.1% | -40.6% | -32.7% |
| 1Y | -36.7% | +0.1% | -36.8% | -39.4% |
| 3Y | +7.2% | +28.3% | -21.1% | -13.7% |
| 5Y | -40.9% | +30.5% | -71.4% | -53.5% |
| All | +414.5% | +100.4% | +314.2% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling