-0.8%
MSFT vs ZTS
-49.3%
+48.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -2.7% | -2.0% | -0.7% | -2.6% |
| 30D | +2.7% | +1.9% | +0.8% | +2.6% |
| 3M | +17.0% | -4.0% | +21.0% | +16.8% |
| 6M | +23.8% | -39.1% | +63.0% | +24.3% |
| YTD | +4.0% | -38.8% | +42.8% | +4.3% |
| 1Y | -0.8% | -49.6% | +48.7% | -0.5% |
| All | -0.8% | -49.3% | +48.5% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling