+70.7%
MA vs ZTS
-48.0%
+118.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +1.3% | +5.6% | -4.3% | +0.1% |
| 30D | +9.6% | +12.1% | -2.5% | +7.1% |
| 3M | +16.8% | +11.3% | +5.5% | +14.1% |
| 6M | +35.2% | +14.3% | +20.9% | +31.2% |
| YTD | +16.6% | -31.9% | +48.4% | +24.4% |
| 1Y | +19.8% | -29.3% | +49.0% | +26.6% |
| 3Y | +70.7% | -48.0% | +118.7% | +96.2% |
| All | +70.7% | -48.0% | +118.7% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling