+505.6%
MA vs ZTS
+54.3%
+451.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | 0.0% |
| 7D | -1.8% | -4.8% | +3.0% | +0.6% |
| 30D | +1.4% | +1.2% | +0.2% | +0.5% |
| 3M | +17.7% | -6.0% | +23.8% | +20.5% |
| 6M | +9.7% | -38.7% | +48.4% | +35.5% |
| YTD | +0.5% | -40.6% | +41.1% | +25.9% |
| 1Y | -2.1% | -50.6% | +48.5% | +34.1% |
| 3Y | +40.1% | -58.7% | +98.8% | +105.4% |
| 5Y | +67.5% | -62.8% | +130.3% | +155.4% |
| 10Y | +505.6% | +56.2% | +449.4% | +338.6% |
| All | +505.6% | +54.3% | +451.3% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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