+398.6%
ZS vs MTUM
+202.6%
+196.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | -0.6% |
| 7D | -3.1% | +0.7% | -3.8% | -3.9% |
| 30D | -7.2% | -2.4% | -4.8% | -5.1% |
| 3M | +30.5% | -3.6% | +34.1% | +31.0% |
| 6M | +7.0% | +23.7% | -16.7% | -21.6% |
| YTD | -26.8% | +22.9% | -49.8% | -46.3% |
| 1Y | -42.6% | +21.8% | -64.4% | -57.5% |
| 3Y | -0.3% | +114.4% | -114.8% | -62.7% |
| 5Y | -39.2% | +79.6% | -118.8% | -70.9% |
| All | +398.6% | +202.6% | +196.0% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling