+690.7%
MSTR vs ZTS
+54.3%
+636.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -2.8% |
| 7D | +9.3% | -4.8% | +14.1% | +12.3% |
| 30D | +36.5% | +1.2% | +35.3% | +35.0% |
| 3M | +7.3% | -6.0% | +13.3% | +9.2% |
| 6M | +2.2% | -38.7% | +41.0% | +30.5% |
| YTD | -10.2% | -40.6% | +30.5% | +16.8% |
| 1Y | -58.6% | -50.6% | -8.0% | -40.3% |
| 3Y | +283.2% | -58.7% | +341.9% | +493.5% |
| 5Y | +113.8% | -62.8% | +176.6% | +251.4% |
| 10Y | +690.7% | +56.2% | +634.5% | +740.2% |
| All | +690.7% | +54.3% | +636.4% | +740.2% |
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 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