-9.1%
ZM vs MSTZ
-62.7%
+53.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +2.6% |
| 7D | +11.0% | +30.8% | -19.7% | +14.0% |
| 30D | +5.6% | +41.2% | -35.6% | +10.6% |
| 3M | -9.1% | -60.9% | +51.8% | -15.1% |
| All | -9.1% | -62.7% | +53.6% | -15.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling