-31.6%
ZS vs MTUM
+9.7%
-41.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -12.3% | -10.1% | -2.2% | -11.8% |
| 30D | +11.2% | -15.6% | +26.8% | +11.6% |
| 3M | +37.5% | -12.7% | +50.3% | +38.2% |
| 6M | +57.8% | -3.7% | +61.6% | +54.4% |
| YTD | -0.2% | +9.4% | -9.7% | -6.4% |
| 1Y | -31.6% | +10.2% | -41.9% | -36.4% |
| All | -31.6% | +9.7% | -41.3% | -36.4% |
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