-42.6%
ZS vs MCO
-5.7%
-36.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.4% |
| 7D | -3.1% | -3.8% | +0.7% | -0.7% |
| 30D | -7.2% | -0.4% | -6.8% | -7.1% |
| 3M | +30.5% | +7.7% | +22.7% | +23.4% |
| 6M | +7.0% | +7.0% | 0.0% | +1.9% |
| YTD | -26.8% | -6.4% | -20.4% | -27.1% |
| 1Y | -42.6% | -7.6% | -35.0% | -44.4% |
| All | -42.6% | -5.7% | -36.9% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling