-3.9%
ZS vs MSTZ
-99.2%
+95.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.2% | -12.8% | -3.9% |
| 7D | -9.2% | -25.4% | +16.2% | -10.8% |
| 30D | -4.0% | -60.9% | +56.9% | -9.6% |
| 3M | +25.3% | -54.2% | +79.5% | +22.1% |
| 6M | -1.3% | -65.0% | +63.7% | -4.0% |
| YTD | -28.0% | -76.5% | +48.5% | -29.1% |
| 1Y | -42.5% | -23.4% | -19.1% | -36.1% |
| All | -3.9% | -99.2% | +95.3% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling