-39.6%
ZS vs MTB
+101.1%
-140.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -8.1% | -0.4% | -7.6% | -7.9% |
| 30D | -8.4% | -4.6% | -3.8% | -7.1% |
| 3M | +31.1% | +7.4% | +23.6% | +28.0% |
| 6M | +4.4% | +18.7% | -14.3% | -1.9% |
| YTD | -27.3% | +21.1% | -48.4% | -32.1% |
| 1Y | -41.4% | +24.1% | -65.4% | -45.8% |
| 3Y | +1.7% | +115.3% | -113.7% | -21.9% |
| 5Y | -39.6% | +106.0% | -145.6% | -46.6% |
| All | -39.6% | +101.1% | -140.7% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling