+403.3%
ZS vs MKTX
-20.6%
+423.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | -6.0% | +1.0% | -6.9% | -6.3% |
| 3M | +32.0% | +40.8% | -8.8% | +11.3% |
| 6M | +2.1% | -10.9% | +13.0% | +5.7% |
| YTD | -26.2% | -8.6% | -17.6% | -24.9% |
| 1Y | -41.2% | -11.6% | -29.6% | -39.5% |
| 3Y | +3.3% | -24.5% | +27.8% | +6.1% |
| 5Y | -40.7% | -60.7% | +20.0% | -16.4% |
| All | +403.3% | -20.6% | +423.9% | +474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling