-3.9%
ZS vs MSTU
-86.5%
+82.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.6% | +4.0% | -3.8% |
| 7D | -9.2% | +16.1% | -25.4% | -10.8% |
| 30D | -4.0% | +68.7% | -72.6% | -9.5% |
| 3M | +25.3% | -11.0% | +36.3% | +23.1% |
| 6M | -1.3% | -33.4% | +32.1% | -2.4% |
| YTD | -28.0% | -59.5% | +31.5% | -27.4% |
| 1Y | -42.5% | -93.4% | +50.9% | -33.6% |
| All | -3.9% | -86.5% | +82.6% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling