+398.6%
ZS vs MDY
+115.1%
+283.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.1% |
| 7D | -3.1% | -1.9% | -1.2% | -1.5% |
| 30D | -7.2% | -4.6% | -2.6% | -3.2% |
| 3M | +30.5% | -1.2% | +31.7% | +32.0% |
| 6M | +7.0% | +9.2% | -2.2% | -1.6% |
| YTD | -26.8% | +13.1% | -39.9% | -34.9% |
| 1Y | -42.6% | +13.0% | -55.6% | -48.9% |
| 3Y | -0.3% | +49.2% | -49.5% | -29.8% |
| 5Y | -39.2% | +47.2% | -86.4% | -55.3% |
| All | +398.6% | +115.1% | +283.5% | +237.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling