+14.2%
ZS vs MSTZ
-99.2%
+113.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | +0.1% |
| 7D | -2.6% | +30.8% | -33.4% | +0.1% |
| 30D | -12.8% | +41.2% | -54.0% | -8.7% |
| 3M | +2.3% | -60.9% | +63.2% | -0.9% |
| 6M | +26.3% | -15.7% | +41.9% | +34.6% |
| YTD | -14.4% | -75.2% | +60.8% | -12.8% |
| 1Y | -37.6% | -59.8% | +22.2% | -33.2% |
| All | +14.2% | -99.2% | +113.4% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling