-2.4%
ZS vs MSTZ
-99.1%
+96.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.3% |
| 7D | -3.1% | +17.0% | -20.1% | -1.6% |
| 30D | -7.2% | -61.8% | +54.6% | -12.8% |
| 3M | +30.5% | -54.6% | +85.1% | +26.9% |
| 6M | +7.0% | -59.3% | +66.2% | +5.5% |
| YTD | -26.8% | -74.6% | +47.7% | -27.4% |
| 1Y | -42.6% | -18.8% | -23.8% | -35.8% |
| All | -2.4% | -99.1% | +96.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling