+1,036.6%
MS vs ZTS
+196.5%
+840.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -1.7% | -7.4% | +5.7% | +1.5% |
| 30D | +0.9% | +9.9% | -9.0% | -3.2% |
| 3M | -10.8% | +10.3% | -21.2% | -14.9% |
| 6M | +0.9% | +9.2% | -8.3% | -4.3% |
| YTD | +9.8% | -32.9% | +42.7% | +27.0% |
| 1Y | +17.1% | -29.7% | +46.8% | +32.2% |
| 3Y | +175.7% | -49.0% | +224.7% | +249.1% |
| 5Y | +125.9% | -59.3% | +185.1% | +212.6% |
| 10Y | +556.2% | +78.9% | +477.2% | +352.6% |
| All | +1,036.6% | +196.5% | +840.1% | +534.3% |
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