+145.1%
MS vs ZTS
-61.7%
+206.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | -0.3% | +1.9% | -2.2% | -1.1% |
| 3M | +0.3% | -4.0% | +4.3% | +0.9% |
| 6M | +31.3% | -39.1% | +70.5% | +51.5% |
| YTD | +24.7% | -38.8% | +63.5% | +43.5% |
| 1Y | +47.9% | -49.6% | +97.5% | +81.1% |
| 3Y | +178.3% | -59.0% | +237.3% | +261.5% |
| All | +145.1% | -61.7% | +206.8% | +197.6% |
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