-99.3%
MSTZ vs ZCMD
-99.9%
+0.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | -1.2% | -4.4% | +3.2% | -1.3% |
| 30D | +22.2% | -43.0% | +65.2% | +20.1% |
| 3M | -70.4% | -54.9% | -15.5% | -71.0% |
| 6M | -31.0% | -99.8% | +68.8% | -29.5% |
| YTD | -81.0% | -99.9% | +18.8% | -80.6% |
| 1Y | -61.2% | -99.9% | +38.7% | -59.2% |
| All | -99.3% | -99.9% | +0.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling