+126.6%
MSTR vs ZTS
-48.5%
+175.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.0% | -6.6% |
| 7D | -11.5% | +1.0% | -12.6% | -11.8% |
| 30D | -24.8% | +12.4% | -37.2% | -26.7% |
| 3M | +20.6% | +13.6% | +7.1% | +17.0% |
| 6M | -38.0% | +9.3% | -47.3% | -39.7% |
| YTD | -24.7% | -32.6% | +7.9% | -14.1% |
| 1Y | -49.1% | -30.0% | -19.0% | -42.7% |
| All | +126.6% | -48.5% | +175.1% | +191.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling