-0.3%
ZS vs MXL
+222.8%
-223.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.1% |
| 7D | -3.1% | +18.9% | -22.0% | -4.3% |
| 30D | -7.2% | +0.3% | -7.5% | -7.5% |
| 3M | +30.5% | -8.0% | +38.5% | +29.0% |
| 6M | +7.0% | +341.2% | -334.3% | -16.9% |
| YTD | -26.8% | +327.8% | -354.7% | -43.3% |
| 1Y | -42.6% | +364.9% | -407.5% | -56.5% |
| 3Y | -0.3% | +229.2% | -229.5% | -24.0% |
| All | -0.3% | +222.8% | -223.1% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling