+554.5%
MSTR vs ZTS
+74.0%
+480.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -4.5% |
| 7D | -4.0% | -1.0% | -2.9% | -3.4% |
| 30D | -18.6% | +10.8% | -29.4% | -23.3% |
| 3M | +25.6% | +14.1% | +11.5% | +15.7% |
| 6M | -33.1% | +0.8% | -33.8% | -35.1% |
| YTD | -17.3% | -33.1% | +15.8% | +0.4% |
| 1Y | -48.1% | -30.0% | -18.1% | -39.1% |
| 3Y | +154.2% | -49.5% | +203.7% | +248.0% |
| 5Y | +46.2% | -60.2% | +106.4% | +130.2% |
| 10Y | +554.5% | +77.0% | +477.5% | +496.4% |
| All | +554.5% | +74.0% | +480.5% | +496.4% |
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