-60.2%
ZTS vs MSTU
-85.2%
+25.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.6% |
| 7D | -2.0% | +21.3% | -23.3% | -2.3% |
| 30D | +1.9% | +90.8% | -88.9% | +0.7% |
| 3M | -4.0% | -6.8% | +2.8% | -4.3% |
| 6M | -39.1% | -39.8% | +0.7% | -39.0% |
| YTD | -38.8% | -55.7% | +16.9% | -38.7% |
| 1Y | -49.6% | -92.7% | +43.1% | -48.4% |
| All | -60.2% | -85.2% | +25.0% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling