-36.7%
ZS vs MSTU
-92.8%
+56.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -4.2% |
| 7D | -7.8% | +21.3% | -29.2% | -10.1% |
| 30D | +5.0% | +90.8% | -85.8% | -2.8% |
| 3M | +25.5% | -6.8% | +32.3% | +22.5% |
| 6M | +8.7% | -39.8% | +48.5% | +8.0% |
| YTD | -24.5% | -55.7% | +31.2% | -23.5% |
| 1Y | -36.7% | -92.7% | +56.0% | -18.6% |
| All | -36.7% | -92.8% | +56.1% | -18.6% |
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