+490.7%
ZS vs MSCI
+363.2%
+127.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -3.2% |
| 7D | -13.4% | +2.7% | -16.1% | -15.0% |
| 30D | -16.6% | +16.2% | -32.8% | -25.4% |
| 3M | +10.3% | +17.1% | -6.7% | -1.7% |
| 6M | +28.1% | +13.0% | +15.1% | +15.2% |
| YTD | -13.3% | +15.8% | -29.1% | -23.7% |
| 1Y | -40.7% | +15.5% | -56.2% | -47.8% |
| 3Y | +11.4% | +32.3% | -21.0% | -16.2% |
| 5Y | -42.2% | +8.2% | -50.3% | -49.6% |
| All | +490.7% | +363.2% | +127.4% | +67.1% |
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