-31.6%
ZS vs MXL
+276.5%
-308.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.1% | +10.8% | -0.4% |
| 7D | -12.3% | -24.3% | +12.1% | -12.5% |
| 30D | +11.2% | -46.1% | +57.3% | +10.1% |
| 3M | +37.5% | -21.8% | +59.3% | +37.3% |
| 6M | +57.8% | -27.2% | +85.1% | +56.1% |
| YTD | -0.2% | +226.2% | -226.4% | -9.9% |
| 1Y | -31.6% | +297.0% | -328.6% | -42.2% |
| All | -31.6% | +276.5% | -308.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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