-1.4%
ZS vs MSTZ
-99.2%
+97.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +3.1% |
| 7D | -3.8% | -23.6% | +19.7% | -5.3% |
| 30D | -6.0% | -60.7% | +54.7% | -11.5% |
| 3M | +32.0% | -58.3% | +90.2% | +27.4% |
| 6M | +2.1% | -60.0% | +62.2% | +0.5% |
| YTD | -26.2% | -75.2% | +49.1% | -26.9% |
| 1Y | -41.2% | -19.9% | -21.3% | -34.3% |
| All | -1.4% | -99.2% | +97.7% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling