-61.7%
ZTS vs MSTZ
-99.1%
+37.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.6% | -7.2% | -0.5% |
| 7D | -4.5% | +24.8% | -29.3% | -4.2% |
| 30D | -3.3% | -59.2% | +55.9% | -4.3% |
| 3M | -9.7% | -56.9% | +47.1% | -10.2% |
| 6M | -38.8% | -57.6% | +18.7% | -38.8% |
| YTD | -41.2% | -73.6% | +32.4% | -41.1% |
| 1Y | -50.3% | -15.6% | -34.7% | -49.3% |
| All | -61.7% | -99.1% | +37.4% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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