-56.1%
ZTS vs MSTZ
-99.2%
+43.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.8% | -12.3% | +0.6% |
| 7D | +1.0% | +25.6% | -24.5% | +1.4% |
| 30D | +12.4% | +50.6% | -38.1% | +13.2% |
| 3M | +13.6% | -64.5% | +78.1% | +12.6% |
| 6M | +9.3% | -14.0% | +23.3% | +10.7% |
| YTD | -32.6% | -76.4% | +43.8% | -32.4% |
| 1Y | -30.0% | -56.2% | +26.2% | -29.2% |
| All | -56.1% | -99.2% | +43.0% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling