+112.4%
MS vs ZTS
-61.3%
+173.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -3.8% | +11.7% | -15.5% | -6.8% |
| 3M | -14.6% | +3.5% | -18.1% | -15.7% |
| 6M | -5.1% | -27.6% | +22.6% | +3.5% |
| YTD | +4.5% | -35.5% | +40.0% | +18.6% |
| 1Y | +13.5% | -32.1% | +45.6% | +26.3% |
| 3Y | +160.4% | -49.1% | +209.5% | +211.2% |
| All | +112.4% | -61.3% | +173.7% | +150.0% |
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