-56.4%
ZTS vs MSTU
-90.6%
+34.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -7.4% | -27.7% | +20.3% | -7.0% |
| 30D | +9.9% | -40.3% | +50.2% | +10.5% |
| 3M | +10.3% | +26.4% | -16.1% | +9.4% |
| 6M | +9.2% | -75.7% | +84.9% | +10.9% |
| YTD | -32.9% | -71.9% | +39.0% | -32.5% |
| 1Y | -29.7% | -89.3% | +59.6% | -28.5% |
| All | -56.4% | -90.6% | +34.2% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling