+96.0%
MA vs ZTS
-59.8%
+155.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.7% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +11.3% | +10.8% | +0.5% | +7.6% |
| 3M | +16.7% | +14.1% | +2.6% | +11.5% |
| 6M | +32.8% | +0.8% | +32.0% | +31.5% |
| YTD | +15.6% | -33.1% | +48.7% | +29.6% |
| 1Y | +19.6% | -30.0% | +49.6% | +31.6% |
| 3Y | +72.1% | -49.5% | +121.6% | +108.7% |
| 5Y | +96.0% | -60.2% | +156.3% | +137.8% |
| All | +96.0% | -59.8% | +155.8% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling