-38.6%
ZS vs MTCH
-73.3%
+34.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | 0.0% |
| 7D | -3.1% | +1.3% | -4.4% | -3.7% |
| 30D | -7.2% | +15.9% | -23.1% | -14.4% |
| 3M | +30.5% | +23.3% | +7.2% | +16.0% |
| 6M | +7.0% | +40.1% | -33.2% | -11.1% |
| YTD | -26.8% | +33.6% | -60.4% | -37.8% |
| 1Y | -42.6% | +14.1% | -56.7% | -47.3% |
| 3Y | -0.3% | +1.4% | -1.7% | -8.3% |
| All | -38.6% | -73.3% | +34.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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