+110.9%
MO vs ZTS
+58.7%
+52.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -3.7% | +3.9% | +0.9% |
| 30D | +7.1% | -0.8% | +7.9% | +7.2% |
| 3M | -2.0% | -9.7% | +7.8% | -0.1% |
| 6M | +7.3% | -38.4% | +45.7% | +17.2% |
| YTD | +23.5% | -41.1% | +64.6% | +36.1% |
| 1Y | +11.0% | -50.6% | +61.6% | +26.7% |
| 3Y | +95.0% | -59.1% | +154.1% | +129.6% |
| 5Y | +100.6% | -62.7% | +163.3% | +138.1% |
| All | +110.9% | +58.7% | +52.2% | +82.3% |
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