-23.4%
MSTZ vs ZCMD
-99.9%
+76.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.2% |
| 7D | -25.4% | -1.4% | -24.0% | -25.5% |
| 30D | -60.9% | -21.6% | -39.3% | -61.2% |
| 3M | -54.2% | -67.4% | +13.2% | -51.7% |
| 6M | -65.0% | -99.4% | +34.5% | -70.2% |
| YTD | -76.5% | -99.7% | +23.2% | -82.7% |
| 1Y | -23.4% | -99.9% | +76.5% | -50.7% |
| All | -23.4% | -99.9% | +76.5% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling