-99.2%
MSTZ vs ZCMD
-100.0%
+0.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.8% | +11.4% | +7.5% |
| 7D | +21.1% | -3.0% | +24.1% | +21.0% |
| 30D | +40.1% | -39.5% | +79.6% | +37.9% |
| 3M | -66.1% | -57.8% | -8.3% | -66.8% |
| 6M | -20.7% | -99.7% | +78.9% | -19.0% |
| YTD | -78.6% | -99.9% | +21.3% | -78.0% |
| 1Y | -55.5% | -99.9% | +44.4% | -53.6% |
| All | -99.2% | -100.0% | +0.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling