-36.7%
ZS vs MTB
+23.4%
-60.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -7.8% | +1.7% | -9.6% | -7.8% |
| 30D | +5.0% | -4.2% | +9.2% | +5.1% |
| 3M | +25.5% | +8.9% | +16.7% | +26.0% |
| 6M | +8.7% | +10.9% | -2.2% | +9.5% |
| YTD | -24.5% | +21.5% | -46.0% | -23.5% |
| 1Y | -36.7% | +21.9% | -58.6% | -35.0% |
| All | -36.7% | +23.4% | -60.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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