+390.7%
ZS vs MSCI
+288.9%
+101.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.9% | -1.9% |
| 7D | -9.2% | -2.1% | -7.1% | -7.8% |
| 30D | -4.0% | -1.7% | -2.3% | -2.7% |
| 3M | +25.3% | -8.2% | +33.5% | +31.8% |
| 6M | -1.3% | -2.4% | +1.1% | -0.7% |
| YTD | -28.0% | -2.8% | -25.2% | -27.9% |
| 1Y | -42.5% | -2.7% | -39.8% | -43.2% |
| 3Y | +0.7% | +7.3% | -6.6% | -11.4% |
| 5Y | -42.3% | -11.4% | -30.9% | -41.9% |
| All | +390.7% | +288.9% | +101.9% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling