-61.4%
ZTS vs MSTU
-86.5%
+25.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.6% | +5.7% | -2.9% |
| 7D | -4.8% | +16.1% | -20.9% | -5.0% |
| 30D | +1.2% | +68.7% | -67.4% | +0.2% |
| 3M | -6.0% | -11.0% | +5.0% | -6.2% |
| 6M | -38.7% | -33.4% | -5.4% | -38.7% |
| YTD | -40.6% | -59.5% | +18.9% | -40.4% |
| 1Y | -50.6% | -93.4% | +42.8% | -49.3% |
| All | -61.4% | -86.5% | +25.1% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling