-30.0%
ZTS vs MSTZ
-52.7%
+22.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.8% | -12.3% | +0.6% |
| 7D | +1.0% | +25.6% | -24.5% | +1.3% |
| 30D | +12.4% | +50.6% | -38.1% | +12.9% |
| 3M | +13.6% | -64.5% | +78.1% | +12.8% |
| 6M | +9.3% | -14.0% | +23.3% | +11.7% |
| YTD | -32.6% | -76.4% | +43.8% | -32.0% |
| 1Y | -30.0% | -56.2% | +26.2% | -32.2% |
| All | -30.0% | -52.7% | +22.7% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling