+398.6%
ZS vs MTB
+63.1%
+335.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -7.2% | -4.8% | -2.4% | -6.6% |
| 3M | +30.5% | +6.0% | +24.5% | +29.5% |
| 6M | +7.0% | +19.6% | -12.6% | +4.3% |
| YTD | -26.8% | +21.5% | -48.3% | -28.8% |
| 1Y | -42.6% | +24.7% | -67.3% | -44.3% |
| 3Y | -0.3% | +108.6% | -108.9% | -8.4% |
| 5Y | -39.2% | +106.7% | -145.9% | -42.9% |
| All | +398.6% | +63.1% | +335.5% | +436.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling