+120.4%
MSTR vs ZTS
-61.7%
+182.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +12.2% | -2.0% | +14.1% | +13.7% |
| 30D | +45.2% | +1.9% | +43.3% | +41.8% |
| 3M | +10.4% | -4.0% | +14.4% | +11.0% |
| 6M | -2.5% | -39.1% | +36.6% | +35.3% |
| YTD | -6.0% | -38.8% | +32.8% | +29.4% |
| 1Y | -56.4% | -49.6% | -6.8% | -29.9% |
| 3Y | +306.3% | -59.0% | +365.3% | +639.3% |
| All | +120.4% | -61.7% | +182.1% | +325.5% |
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