+580.1%
ZS vs MAS
+139.3%
+440.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.9% | -2.7% |
| 7D | -12.3% | +14.2% | -26.4% | -17.4% |
| 30D | +11.2% | +26.8% | -15.6% | -0.2% |
| 3M | +37.5% | +13.1% | +24.4% | +29.3% |
| 6M | +57.8% | +27.9% | +29.9% | +38.0% |
| YTD | -0.2% | +38.7% | -38.9% | -18.1% |
| 1Y | -31.6% | +40.4% | -72.0% | -44.5% |
| 3Y | +36.5% | +66.1% | -29.6% | -3.0% |
| 5Y | -32.4% | +47.4% | -79.8% | -49.9% |
| All | +580.1% | +139.3% | +440.8% | +273.2% |
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 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