+11.4%
ZS vs MSI
+76.3%
-65.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -13.4% | +7.4% | -20.8% | -15.7% |
| 30D | -16.6% | +18.7% | -35.3% | -21.7% |
| 3M | +10.3% | +14.5% | -4.1% | +5.0% |
| 6M | +28.1% | +38.1% | -10.0% | +13.7% |
| YTD | -13.3% | +38.7% | -52.1% | -25.1% |
| 1Y | -40.7% | +35.4% | -76.1% | -48.2% |
| 3Y | +11.4% | +75.1% | -63.7% | -14.2% |
| All | +11.4% | +76.3% | -65.0% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling