-44.5%
ZS vs MLM
+30.0%
-74.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | -13.7% | -5.8% | -7.8% | -10.5% |
| 30D | -14.2% | +9.8% | -24.0% | -19.1% |
| 3M | +8.5% | -5.2% | +13.7% | +11.2% |
| 6M | +30.2% | -10.3% | +40.5% | +34.8% |
| YTD | -13.8% | -15.5% | +1.6% | -9.8% |
| 1Y | -41.5% | -15.0% | -26.5% | -39.1% |
| 3Y | +10.7% | +17.5% | -6.7% | -17.6% |
| All | -44.5% | +30.0% | -74.5% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling