+571.9%
MSTR vs ZTS
+67.8%
+504.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.5% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -15.9% | +11.7% | -27.7% | -21.1% |
| 3M | +33.1% | +3.5% | +29.7% | +29.2% |
| 6M | -31.0% | -27.6% | -3.4% | -20.5% |
| YTD | -15.1% | -35.5% | +20.3% | +5.2% |
| 1Y | -45.6% | -32.1% | -13.6% | -35.2% |
| 3Y | +180.5% | -49.1% | +229.6% | +279.6% |
| 5Y | +61.7% | -61.0% | +122.7% | +158.2% |
| All | +571.9% | +67.8% | +504.1% | +524.8% |
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