+1,273.0%
MA vs ZTS
+195.6%
+1,077.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -1.2% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +11.3% | +10.8% | +0.5% | +6.0% |
| 3M | +16.7% | +14.1% | +2.6% | +9.4% |
| 6M | +32.8% | +0.8% | +32.0% | +30.7% |
| YTD | +15.6% | -33.1% | +48.7% | +34.4% |
| 1Y | +19.6% | -30.0% | +49.6% | +35.8% |
| 3Y | +72.1% | -49.5% | +121.6% | +120.9% |
| 5Y | +96.0% | -60.2% | +156.3% | +179.4% |
| 10Y | +554.8% | +77.0% | +477.7% | +388.0% |
| All | +1,273.0% | +195.6% | +1,077.5% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling