+542.0%
MS vs ZTS
+80.8%
+461.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.3% |
| 7D | +5.1% | +5.6% | -0.5% | +2.7% |
| 30D | +5.7% | +12.1% | -6.4% | +0.4% |
| 3M | -12.2% | +11.3% | -23.4% | -16.5% |
| 6M | -0.5% | +14.3% | -14.8% | -7.6% |
| YTD | +9.8% | -31.9% | +41.7% | +27.2% |
| 1Y | +17.7% | -29.3% | +47.0% | +33.5% |
| 3Y | +176.8% | -48.0% | +224.9% | +251.6% |
| 5Y | +123.7% | -58.9% | +182.6% | +216.3% |
| All | +542.0% | +80.8% | +461.2% | +312.5% |
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