+403.3%
ZS vs MKSI
+132.0%
+271.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -3.8% | +6.6% | -10.5% | -6.0% |
| 30D | -6.0% | -8.2% | +2.2% | -3.7% |
| 3M | +32.0% | -16.4% | +48.4% | +34.4% |
| 6M | +2.1% | +23.0% | -20.8% | -11.7% |
| YTD | -26.2% | +68.2% | -94.3% | -44.7% |
| 1Y | -41.2% | +148.6% | -189.7% | -63.0% |
| 3Y | +3.3% | +196.0% | -192.6% | -45.4% |
| 5Y | -40.7% | +87.4% | -128.1% | -63.1% |
| All | +403.3% | +132.0% | +271.3% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 all: compounded portfolio wealth divided by compounded MKSI 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…
all analysis · Full analysis span regression · 6 months rolling