-1.4%
ZS vs MSTU
-87.2%
+85.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +3.1% |
| 7D | -3.8% | +12.9% | -16.7% | -5.3% |
| 30D | -6.0% | +68.3% | -74.3% | -11.3% |
| 3M | +32.0% | +0.4% | +31.6% | +28.4% |
| 6M | +2.1% | -41.5% | +43.7% | +2.2% |
| YTD | -26.2% | -61.7% | +35.6% | -25.2% |
| 1Y | -41.2% | -93.7% | +52.5% | -31.7% |
| All | -1.4% | -87.2% | +85.8% | +1.6% |
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 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