-36.7%
ZS vs MTUM
+26.3%
-63.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.6% |
| 7D | -7.8% | +1.7% | -9.6% | -7.9% |
| 30D | +5.0% | -1.7% | +6.7% | +5.1% |
| 3M | +25.5% | -6.3% | +31.9% | +25.3% |
| 6M | +8.7% | +21.8% | -13.1% | +0.4% |
| YTD | -24.5% | +22.0% | -46.5% | -30.3% |
| 1Y | -36.7% | +25.3% | -62.0% | -41.0% |
| All | -36.7% | +26.3% | -63.0% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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