-39.1%
ZS vs MSTU
-90.8%
+51.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.9% | +12.6% | +1.2% |
| 7D | -5.2% | -23.0% | +17.8% | -2.5% |
| 30D | -15.5% | -47.7% | +32.2% | -9.8% |
| 3M | +9.0% | +12.5% | -3.5% | +5.9% |
| 6M | +32.2% | -76.1% | +108.3% | +44.3% |
| YTD | -14.1% | -75.5% | +61.4% | -8.6% |
| 1Y | -39.1% | -90.1% | +51.0% | -33.2% |
| All | -39.1% | -90.8% | +51.8% | -33.2% |
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