+414.5%
ZS vs MSI
+380.1%
+34.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.0% |
| 7D | -7.8% | -3.7% | -4.1% | -6.0% |
| 30D | +5.0% | +6.8% | -1.8% | +1.0% |
| 3M | +25.5% | +14.3% | +11.2% | +16.4% |
| 6M | +8.7% | -1.6% | +10.3% | +8.6% |
| YTD | -24.5% | +22.8% | -47.3% | -33.6% |
| 1Y | -36.7% | -1.1% | -35.6% | -37.6% |
| 3Y | +7.2% | +70.5% | -63.3% | -23.3% |
| 5Y | -40.9% | +102.8% | -143.7% | -61.7% |
| All | +414.5% | +380.1% | +34.4% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling