-9.2%
ZBH vs MSTZ
-99.2%
+89.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.0% | +0.4% |
| 7D | -4.9% | -23.6% | +18.6% | -4.9% |
| 30D | -3.2% | -60.7% | +57.5% | -3.1% |
| 3M | +5.8% | -58.3% | +64.1% | +6.1% |
| 6M | +2.0% | -60.0% | +62.0% | +2.2% |
| YTD | +5.8% | -75.2% | +81.0% | +5.9% |
| 1Y | -7.9% | -19.9% | +11.9% | -6.9% |
| All | -9.2% | -99.2% | +89.9% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling