+517.8%
ZS vs MAS
+131.0%
+386.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.4% | -5.7% | -7.7% |
| 7D | -17.7% | +4.6% | -22.3% | -19.4% |
| 30D | -3.9% | +19.9% | -23.8% | -11.6% |
| 3M | +26.1% | +8.9% | +17.2% | +20.6% |
| 6M | +44.2% | +20.2% | +24.1% | +29.8% |
| YTD | -9.4% | +33.9% | -43.2% | -24.4% |
| 1Y | -37.1% | +34.7% | -71.7% | -47.9% |
| 3Y | +24.0% | +60.4% | -36.3% | -10.5% |
| 5Y | -39.8% | +43.5% | -83.2% | -54.8% |
| All | +517.8% | +131.0% | +386.8% | +244.5% |
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