-36.7%
ZS vs MDY
+17.9%
-54.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -7.8% | +0.1% | -8.0% | -7.9% |
| 30D | +5.0% | -1.5% | +6.5% | +5.9% |
| 3M | +25.5% | +0.8% | +24.8% | +25.2% |
| 6M | +8.7% | +7.4% | +1.3% | +5.1% |
| YTD | -24.5% | +15.2% | -39.7% | -31.0% |
| 1Y | -36.7% | +16.5% | -53.2% | -41.6% |
| All | -36.7% | +17.9% | -54.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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