-7.9%
ZS vs MULL
+1,230.7%
-1,238.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.1% |
| 7D | -2.6% | +24.5% | -27.2% | -3.9% |
| 30D | -12.8% | -35.5% | +22.7% | -11.5% |
| 3M | +2.3% | -44.8% | +47.1% | +4.0% |
| 6M | +26.3% | -45.5% | +71.7% | +22.4% |
| YTD | -14.4% | +232.5% | -247.0% | -35.3% |
| 1Y | -37.6% | +343.3% | -380.9% | -55.6% |
| All | -7.9% | +1,230.7% | -1,238.6% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling