+922.9%
MSFT vs ZTS
+75.1%
+847.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +2.3% | -0.6% | +3.0% | +2.6% |
| 30D | -0.4% | +11.0% | -11.3% | -5.2% |
| 3M | +5.6% | +10.9% | -5.4% | +0.2% |
| 6M | +29.0% | +0.9% | +28.0% | +26.6% |
| YTD | +10.9% | -33.0% | +43.9% | +29.1% |
| 1Y | +6.2% | -29.6% | +35.8% | +20.1% |
| 3Y | +47.6% | -49.0% | +96.6% | +87.0% |
| 5Y | +67.9% | -59.5% | +127.4% | +141.4% |
| 10Y | +922.9% | +77.0% | +845.8% | +590.8% |
| All | +922.9% | +75.1% | +847.8% | +590.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling