+398.6%
ZS vs MCO
+207.2%
+191.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.6% |
| 7D | -3.1% | -3.8% | +0.7% | -0.3% |
| 30D | -7.2% | -0.4% | -6.8% | -7.0% |
| 3M | +30.5% | +7.7% | +22.7% | +22.7% |
| 6M | +7.0% | +7.0% | 0.0% | +1.5% |
| YTD | -26.8% | -6.4% | -20.4% | -23.7% |
| 1Y | -42.6% | -7.6% | -35.0% | -40.0% |
| 3Y | -0.3% | +43.2% | -43.5% | -27.4% |
| 5Y | -39.2% | +29.6% | -68.8% | -52.1% |
| All | +398.6% | +207.2% | +191.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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