+14.7%
ZS vs MSTU
-91.8%
+106.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.9% | +12.6% | +1.0% |
| 7D | -5.2% | -23.0% | +17.8% | -2.9% |
| 30D | -15.5% | -47.7% | +32.2% | -10.6% |
| 3M | +9.0% | +12.5% | -3.5% | +5.5% |
| 6M | +32.2% | -76.1% | +108.3% | +43.6% |
| YTD | -14.1% | -75.5% | +61.4% | -10.3% |
| 1Y | -39.1% | -90.1% | +51.0% | -31.8% |
| All | +14.7% | -91.8% | +106.5% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling