-35.5%
ZS vs UMAC
+488.3%
-523.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.5% |
| 7D | -8.1% | -4.0% | -4.1% | -8.0% |
| 30D | -8.4% | -9.4% | +1.0% | -8.3% |
| 3M | +31.1% | +3.0% | +28.1% | +30.5% |
| 6M | +4.4% | +27.2% | -22.8% | +2.6% |
| YTD | -27.3% | +84.7% | -112.0% | -29.5% |
| 1Y | -41.4% | +136.5% | -177.8% | -43.7% |
| All | -35.5% | +488.3% | -523.7% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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