+553.7%
MS vs ZTS
+75.1%
+478.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | -0.7% | +11.0% | -11.7% | -5.3% |
| 3M | -12.4% | +10.9% | -23.3% | -16.7% |
| 6M | -1.7% | +0.9% | -2.7% | -3.6% |
| YTD | +8.0% | -33.0% | +41.0% | +25.9% |
| 1Y | +16.2% | -29.6% | +45.8% | +31.9% |
| 3Y | +171.3% | -49.0% | +220.3% | +247.3% |
| 5Y | +124.8% | -59.5% | +184.3% | +219.2% |
| 10Y | +553.7% | +77.0% | +476.6% | +354.5% |
| All | +553.7% | +75.1% | +478.6% | +354.5% |
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