-31.6%
ZS vs MSTU
-88.0%
+56.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -1.4% |
| 7D | -12.3% | -4.8% | -7.4% | -11.9% |
| 30D | +11.2% | -29.6% | +40.8% | +14.6% |
| 3M | +37.5% | +69.4% | -31.9% | +27.5% |
| 6M | +57.8% | -62.2% | +120.1% | +63.3% |
| YTD | -0.2% | -61.1% | +60.9% | +0.8% |
| 1Y | -31.6% | -87.2% | +55.5% | -28.2% |
| All | -31.6% | -88.0% | +56.3% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling