-61.5%
ZTS vs MSTZ
-99.2%
+37.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.3% |
| 7D | -3.8% | -23.6% | +19.8% | -4.0% |
| 30D | -2.0% | -60.7% | +58.7% | -3.1% |
| 3M | -10.2% | -58.3% | +48.1% | -10.7% |
| 6M | -39.4% | -60.0% | +20.6% | -39.4% |
| YTD | -40.8% | -75.2% | +34.4% | -40.8% |
| 1Y | -50.1% | -19.9% | -30.2% | -49.1% |
| All | -61.5% | -99.2% | +37.6% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling