+69.1%
MSFT vs ZTS
-59.8%
+128.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -0.9% | +1.7% |
| 7D | +7.5% | -1.0% | +8.5% | +7.8% |
| 30D | +1.9% | +10.8% | -8.9% | -1.1% |
| 3M | +9.2% | +14.1% | -4.8% | +5.0% |
| 6M | +31.9% | +0.8% | +31.1% | +30.7% |
| YTD | +13.4% | -33.1% | +46.5% | +25.8% |
| 1Y | +10.6% | -30.0% | +40.6% | +20.5% |
| 3Y | +54.7% | -49.5% | +104.2% | +82.4% |
| 5Y | +69.1% | -60.2% | +129.3% | +124.2% |
| All | +69.1% | -59.8% | +128.9% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling