-31.6%
ZS vs MKTX
+5.4%
-37.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -12.3% | +0.5% | -12.7% | -12.3% |
| 30D | +11.2% | +1.0% | +10.3% | +11.2% |
| 3M | +37.5% | +2.5% | +35.0% | +37.3% |
| 6M | +57.8% | +8.0% | +49.8% | +60.0% |
| YTD | -0.2% | -7.3% | +7.1% | +0.8% |
| 1Y | -31.6% | +4.7% | -36.3% | -33.2% |
| All | -31.6% | +5.4% | -37.0% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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