+1,110.8%
MA vs ZTS
+170.4%
+940.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.7% | -2.0% | -0.7% | -1.8% |
| 30D | +1.5% | +1.9% | -0.4% | +0.4% |
| 3M | +20.4% | -4.0% | +24.4% | +21.9% |
| 6M | +11.1% | -39.1% | +50.3% | +35.6% |
| YTD | +2.0% | -38.8% | +40.8% | +23.8% |
| 1Y | -2.2% | -49.6% | +47.4% | +29.3% |
| 3Y | +41.9% | -59.0% | +100.9% | +102.3% |
| 5Y | +75.4% | -61.8% | +137.1% | +153.7% |
| 10Y | +527.5% | +61.4% | +466.1% | +388.4% |
| All | +1,110.8% | +170.4% | +940.5% | +676.1% |
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