+885.0%
MSFT vs ZTS
+56.2%
+828.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | -3.8% | +2.7% | +0.6% |
| 30D | -2.7% | -2.0% | -0.6% | -2.0% |
| 3M | +22.1% | -10.2% | +32.3% | +27.3% |
| 6M | +20.6% | -39.4% | +60.0% | +47.4% |
| YTD | +2.3% | -40.8% | +43.1% | +26.1% |
| 1Y | -0.5% | -50.1% | +49.6% | +32.4% |
| 3Y | +50.5% | -58.9% | +109.4% | +113.0% |
| 5Y | +72.3% | -62.4% | +134.7% | +152.5% |
| 10Y | +885.0% | +58.8% | +826.2% | +648.8% |
| All | +885.0% | +56.2% | +828.8% | +648.8% |
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