-40.0%
ZS vs MSCI
-6.7%
-33.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -7.8% | +0.4% | -8.2% | -8.0% |
| 30D | +5.0% | +0.6% | +4.5% | +4.6% |
| 3M | +25.5% | -7.1% | +32.6% | +31.3% |
| 6M | +8.7% | +0.8% | +7.9% | +6.3% |
| YTD | -24.5% | +1.0% | -25.5% | -27.0% |
| 1Y | -36.7% | +4.3% | -41.0% | -41.3% |
| 3Y | +7.2% | +9.9% | -2.7% | -11.1% |
| All | -40.0% | -6.7% | -33.3% | -42.1% |
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 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