+0.2%
ZBRA vs MSTZ
-99.2%
+99.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.2% | -11.0% | -2.2% |
| 7D | +2.6% | -25.4% | +27.9% | +1.0% |
| 30D | -6.4% | -60.9% | +54.5% | -11.2% |
| 3M | +51.3% | -54.2% | +105.5% | +47.8% |
| 6M | +60.5% | -65.0% | +125.5% | +55.5% |
| YTD | +45.2% | -76.5% | +121.7% | +41.7% |
| 1Y | +12.3% | -23.4% | +35.7% | +24.8% |
| All | +0.2% | -99.2% | +99.4% | -4.1% |
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 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