-15.6%
MSTZ vs ZYBT
-83.2%
+67.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.6% |
| 7D | +24.8% | -2.5% | +27.2% | +24.8% |
| 30D | -59.2% | -1.2% | -58.0% | -59.2% |
| 3M | -56.9% | +76.7% | -133.5% | -55.0% |
| 6M | -57.6% | +103.6% | -161.2% | -52.6% |
| YTD | -73.6% | +38.3% | -111.8% | -69.7% |
| 1Y | -15.6% | -84.7% | +69.1% | -21.1% |
| All | -15.6% | -83.2% | +67.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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