-11.3%
ZBH vs MSTZ
-99.1%
+87.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.6% | -8.9% | -2.3% |
| 7D | -6.6% | +24.8% | -31.3% | -6.6% |
| 30D | -4.9% | -59.2% | +54.3% | -4.8% |
| 3M | +5.1% | -56.9% | +62.0% | +5.3% |
| 6M | +1.3% | -57.6% | +58.9% | +1.5% |
| YTD | +3.4% | -73.6% | +76.9% | +3.5% |
| 1Y | -8.7% | -15.6% | +6.9% | -7.7% |
| All | -11.3% | -99.1% | +87.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling