-56.1%
ZTS vs MSTU
-91.8%
+35.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.9% | +13.4% | +0.6% |
| 7D | +1.0% | -23.0% | +24.0% | +1.4% |
| 30D | +12.4% | -47.7% | +60.1% | +13.2% |
| 3M | +13.6% | +12.5% | +1.1% | +12.7% |
| 6M | +9.3% | -76.1% | +85.4% | +11.0% |
| YTD | -32.6% | -75.5% | +42.9% | -32.1% |
| 1Y | -30.0% | -90.1% | +60.0% | -28.8% |
| All | -56.1% | -91.8% | +35.7% | -53.7% |
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