-41.4%
ZS vs MSTZ
-12.4%
-29.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.6% | -8.2% | -0.9% |
| 7D | -8.1% | +24.8% | -32.8% | -5.8% |
| 30D | -8.4% | -59.2% | +50.8% | -14.0% |
| 3M | +31.1% | -56.9% | +87.9% | +26.5% |
| 6M | +4.4% | -57.6% | +62.0% | +2.9% |
| YTD | -27.3% | -73.6% | +46.3% | -26.7% |
| 1Y | -41.4% | -15.6% | -25.8% | -27.5% |
| All | -41.4% | -12.4% | -29.0% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling