-31.6%
ZS vs MSCI
+17.3%
-48.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -2.9% |
| 7D | -12.3% | +11.5% | -23.7% | -17.2% |
| 30D | +11.2% | +22.1% | -10.9% | -0.1% |
| 3M | +37.5% | +18.4% | +19.1% | +25.6% |
| 6M | +57.8% | +16.6% | +41.2% | +43.0% |
| YTD | -0.2% | +18.8% | -19.1% | -10.0% |
| 1Y | -31.6% | +19.0% | -50.6% | -37.9% |
| All | -31.6% | +17.3% | -48.9% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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