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We study the charge transport of the spin-selective Andreev reflection(SSAR) effect between a spin polarized scanning tunneling microscope(STM) tip and a Majorana zero mode(MZM). Considering both the MZM and the excited states, we calculate the conductance and the shot noise power of the noncollinear SSAR using scattering theory. We find the influence of first excited states cannot be avoided when the spin polarization direction of the STM tip and the MZM are not collinear. In this case, the first excited states give rise to inside peaks and change the conductance peak value at zero energy. Moreover, we numerically calculate the shot noise power and the Fano factor of the SSAR effect. Our calculation shows that the shot noise power and the Fano factor are related to the angle between the spin polarization direction of the STM tip and that of the MZM. These transport properties of the SSAR effect provide additional characteristics to detect the MZM via SSAR.