-39.5%
ZS vs MSI
+102.6%
-142.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -3.9% |
| 7D | -7.8% | -3.7% | -4.1% | -5.5% |
| 30D | +5.0% | +6.8% | -1.8% | -0.3% |
| 3M | +25.5% | +14.3% | +11.2% | +13.5% |
| 6M | +8.7% | -1.6% | +10.3% | +8.6% |
| YTD | -24.5% | +22.8% | -47.3% | -37.1% |
| 1Y | -36.7% | -1.1% | -35.6% | -37.6% |
| 3Y | +7.2% | +70.5% | -63.3% | -39.1% |
| All | -39.5% | +102.6% | -142.1% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling