+100.1%
MO vs ZTS
-62.7%
+162.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -1.0% | -4.5% | +3.5% | -0.5% |
| 30D | +5.8% | -3.3% | +9.1% | +6.1% |
| 3M | -4.5% | -9.7% | +5.2% | -3.5% |
| 6M | +5.7% | -38.8% | +44.6% | +11.1% |
| YTD | +23.1% | -41.2% | +64.3% | +29.9% |
| 1Y | +10.9% | -50.3% | +61.2% | +19.2% |
| 3Y | +96.1% | -59.1% | +155.3% | +114.6% |
| 5Y | +100.1% | -62.8% | +162.8% | +110.2% |
| All | +100.1% | -62.7% | +162.8% | +110.2% |
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 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