-26.7%
ZTS vs MSTU
-88.0%
+61.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.3% | -2.9% | +7.4% |
| 7D | +15.4% | -4.8% | +20.3% | +15.4% |
| 30D | +25.8% | -29.6% | +55.3% | +25.8% |
| 3M | +18.1% | +69.4% | -51.3% | +17.0% |
| 6M | -19.7% | -62.2% | +42.5% | -18.3% |
| YTD | -27.5% | -61.1% | +33.6% | -27.2% |
| 1Y | -26.7% | -87.2% | +60.4% | -29.8% |
| All | -26.7% | -88.0% | +61.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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