-21.8%
ZS vs MULL
+2,366.2%
-2,388.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.3% | +7.8% | -1.1% |
| 7D | -8.1% | +3.6% | -11.7% | -8.3% |
| 30D | -8.4% | +22.0% | -30.5% | -9.5% |
| 3M | +31.1% | -8.6% | +39.7% | +27.4% |
| 6M | +4.4% | +248.5% | -244.1% | -13.9% |
| YTD | -27.3% | +516.3% | -543.6% | -46.1% |
| 1Y | -41.4% | +2,036.6% | -2,078.0% | -65.7% |
| All | -21.8% | +2,366.2% | -2,388.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling