-43.3%
ZS vs MUB
+3.0%
-46.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.3% |
| 7D | -13.4% | +0.6% | -14.0% | -14.4% |
| 30D | -16.6% | +3.4% | -20.0% | -21.6% |
| 3M | +10.3% | -0.7% | +11.0% | +11.8% |
| 6M | +28.1% | -1.0% | +29.1% | +30.4% |
| YTD | -13.3% | 0.0% | -13.3% | -13.4% |
| 1Y | -40.7% | +0.4% | -41.1% | -41.2% |
| 3Y | +11.4% | +10.5% | +0.9% | -13.3% |
| All | -43.3% | +3.0% | -46.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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