-38.6%
ZS vs MGY
+88.8%
-127.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.1% | +3.5% | -6.6% | -3.9% |
| 30D | -7.2% | +5.3% | -12.5% | -8.4% |
| 3M | +30.5% | +2.6% | +27.8% | +28.9% |
| 6M | +7.0% | -3.3% | +10.3% | +7.2% |
| YTD | -26.8% | +29.2% | -56.1% | -32.3% |
| 1Y | -42.6% | +18.0% | -60.6% | -45.8% |
| 3Y | -0.3% | +30.0% | -30.3% | -10.0% |
| All | -38.6% | +88.8% | -127.4% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 5y: compounded portfolio wealth divided by compounded MGY 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…
5y analysis · Full analysis span regression · 6 months rolling