+987.9%
MS vs ZTS
+194.8%
+793.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.9% | +2.0% | -2.6% |
| 7D | -3.4% | +4.9% | -8.3% | -5.4% |
| 30D | -3.9% | +15.9% | -19.8% | -9.9% |
| 3M | -15.9% | +11.1% | -27.0% | -20.2% |
| 6M | -2.5% | -26.0% | +23.6% | +8.0% |
| YTD | +5.1% | -33.3% | +38.4% | +21.9% |
| 1Y | +13.0% | -30.3% | +43.3% | +28.1% |
| 3Y | +160.7% | -47.0% | +207.7% | +223.6% |
| 5Y | +114.0% | -59.7% | +173.7% | +197.7% |
| 10Y | +637.5% | +80.3% | +557.1% | +407.5% |
| All | +987.9% | +194.8% | +793.1% | +508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling