-43.6%
ZS vs MSCI
+4.7%
-48.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | 0.0% |
| 7D | -11.1% | +1.5% | -12.5% | -12.1% |
| 30D | -14.8% | +14.4% | -29.2% | -23.7% |
| 3M | +18.0% | +15.2% | +2.8% | +5.2% |
| 6M | +30.8% | +11.2% | +19.6% | +17.6% |
| YTD | -11.5% | +13.9% | -25.4% | -22.4% |
| 1Y | -37.8% | +12.5% | -50.3% | -45.0% |
| 3Y | +16.6% | +32.3% | -15.7% | -18.4% |
| 5Y | -43.6% | +4.9% | -48.4% | -47.4% |
| All | -43.6% | +4.7% | -48.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling