+361.0%
MO vs ZTS
+162.3%
+198.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | -0.5% |
| 7D | -2.0% | -4.8% | +2.8% | -1.1% |
| 30D | -0.3% | +1.2% | -1.5% | -0.6% |
| 3M | -2.9% | -6.0% | +3.1% | -2.0% |
| 6M | +5.8% | -38.7% | +44.5% | +15.2% |
| YTD | +22.0% | -40.6% | +62.6% | +33.5% |
| 1Y | +10.7% | -50.6% | +61.3% | +25.4% |
| 3Y | +94.4% | -58.7% | +153.1% | +126.0% |
| 5Y | +97.2% | -62.8% | +160.0% | +131.2% |
| 10Y | +103.0% | +56.2% | +46.8% | +75.7% |
| All | +361.0% | +162.3% | +198.7% | +254.4% |
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