-37.6%
ZS vs MSI
+37.5%
-75.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -2.6% | +3.2% | -5.9% | -3.1% |
| 30D | -12.8% | +17.6% | -30.4% | -15.5% |
| 3M | +2.3% | +14.5% | -12.2% | -0.3% |
| 6M | +26.3% | +34.3% | -8.0% | +19.1% |
| YTD | -14.4% | +39.7% | -54.1% | -20.4% |
| 1Y | -37.6% | +40.2% | -77.8% | -41.0% |
| All | -37.6% | +37.5% | -75.2% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling