+403.3%
ZS vs MXL
+188.6%
+214.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -5.0% | +1.2% |
| 7D | -3.8% | +19.0% | -22.8% | -7.1% |
| 30D | -6.0% | +4.5% | -10.5% | -7.6% |
| 3M | +32.0% | -1.5% | +33.5% | +25.4% |
| 6M | +2.1% | +348.6% | -346.5% | -40.5% |
| YTD | -26.2% | +310.3% | -336.4% | -56.4% |
| 1Y | -41.2% | +344.7% | -385.9% | -66.6% |
| 3Y | +3.3% | +211.2% | -207.9% | -44.8% |
| 5Y | -40.7% | +34.8% | -75.6% | -59.2% |
| All | +403.3% | +188.6% | +214.8% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling