-9.6%
ZBH vs MSTZ
-99.2%
+89.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.2% | -12.1% | -3.9% |
| 7D | -5.2% | -25.4% | +20.2% | -5.2% |
| 30D | -2.4% | -60.9% | +58.5% | -2.3% |
| 3M | +8.3% | -54.2% | +62.4% | +8.5% |
| 6M | +0.7% | -65.0% | +65.6% | +0.8% |
| YTD | +5.3% | -76.5% | +81.8% | +5.5% |
| 1Y | -9.1% | -23.4% | +14.3% | -8.1% |
| All | -9.6% | -99.2% | +89.6% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling