+403.3%
ZS vs MSI
+371.8%
+31.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.9% |
| 7D | -3.8% | -4.0% | +0.1% | -1.8% |
| 30D | -6.0% | -0.5% | -5.5% | -5.9% |
| 3M | +32.0% | +11.4% | +20.6% | +24.2% |
| 6M | +2.1% | +1.0% | +1.2% | +0.7% |
| YTD | -26.2% | +20.7% | -46.8% | -34.5% |
| 1Y | -41.2% | -2.7% | -38.5% | -41.5% |
| 3Y | +3.3% | +68.2% | -64.9% | -25.5% |
| 5Y | -40.7% | +100.0% | -140.7% | -61.3% |
| All | +403.3% | +371.8% | +31.6% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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