-10.3%
ZBH vs MSTZ
-99.1%
+88.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.1% |
| 7D | -4.7% | +17.0% | -21.7% | -4.7% |
| 30D | -4.5% | -61.8% | +57.3% | -4.4% |
| 3M | +7.6% | -54.6% | +62.2% | +7.8% |
| 6M | +0.3% | -59.3% | +59.5% | +0.5% |
| YTD | +4.5% | -74.6% | +79.1% | +4.6% |
| 1Y | -9.4% | -18.8% | +9.4% | -8.4% |
| All | -10.3% | -99.1% | +88.8% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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