-77.1%
MSTZ vs ZYBT
-58.1%
-19.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +8.2% |
| 7D | -25.4% | -4.2% | -21.1% | -25.4% |
| 30D | -60.9% | -16.4% | -44.5% | -60.9% |
| 3M | -54.2% | +82.9% | -137.0% | -50.6% |
| 6M | -65.0% | +110.7% | -175.7% | -60.4% |
| YTD | -76.5% | +37.4% | -113.9% | -73.6% |
| 1Y | -23.4% | -80.6% | +57.2% | -24.0% |
| All | -77.1% | -58.1% | -19.0% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling