+487.3%
ZS vs MLM
+169.7%
+317.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -13.7% | -5.8% | -7.8% | -11.8% |
| 30D | -14.2% | +9.8% | -24.0% | -17.1% |
| 3M | +8.5% | -5.2% | +13.7% | +10.1% |
| 6M | +30.2% | -10.3% | +40.5% | +33.1% |
| YTD | -13.8% | -15.5% | +1.6% | -11.1% |
| 1Y | -41.5% | -15.0% | -26.5% | -39.8% |
| 3Y | +10.7% | +17.5% | -6.7% | -0.3% |
| 5Y | -43.6% | +30.5% | -74.2% | -52.1% |
| All | +487.3% | +169.7% | +317.6% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling