+490.7%
ZS vs MLM
+171.8%
+318.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -13.4% | -2.9% | -10.5% | -12.4% |
| 30D | -16.6% | +10.4% | -27.0% | -19.6% |
| 3M | +10.3% | -3.7% | +14.0% | +11.3% |
| 6M | +28.1% | -10.3% | +38.4% | +31.0% |
| YTD | -13.3% | -14.8% | +1.5% | -10.8% |
| 1Y | -40.7% | -13.9% | -26.9% | -39.3% |
| 3Y | +11.4% | +18.4% | -7.0% | 0.0% |
| 5Y | -42.2% | +31.8% | -74.0% | -51.0% |
| All | +490.7% | +171.8% | +318.9% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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