+181.3%
MS vs ZTS
-58.8%
+240.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.4% | -2.0% | +3.4% | +1.8% |
| 30D | -0.3% | +1.9% | -2.2% | -0.8% |
| 3M | +0.3% | -4.0% | +4.3% | +0.8% |
| 6M | +31.3% | -39.1% | +70.5% | +47.1% |
| YTD | +24.7% | -38.8% | +63.5% | +39.4% |
| 1Y | +47.9% | -49.6% | +97.5% | +73.9% |
| All | +181.3% | -58.8% | +240.1% | +241.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling