+47.9%
ZM vs MSTU
-91.8%
+139.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.9% | +12.5% | +0.5% |
| 7D | +10.0% | -23.0% | +33.0% | +11.8% |
| 30D | -0.5% | -47.7% | +47.2% | +3.3% |
| 3M | -7.1% | +12.5% | -19.6% | -9.5% |
| 6M | -5.1% | -76.1% | +71.0% | +0.3% |
| YTD | +13.2% | -75.5% | +88.7% | +15.7% |
| 1Y | +15.3% | -90.1% | +105.4% | +24.3% |
| All | +47.9% | -91.8% | +139.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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