+40.4%
MSTR vs ZTS
-58.9%
+99.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -3.1% |
| 7D | -13.4% | +5.6% | -19.0% | -16.5% |
| 30D | -22.1% | +12.1% | -34.2% | -28.0% |
| 3M | +15.0% | +11.3% | +3.7% | +5.9% |
| 6M | -37.3% | +14.3% | -51.6% | -44.7% |
| YTD | -26.5% | -31.9% | +5.3% | -6.3% |
| 1Y | -46.5% | -29.3% | -17.2% | -34.6% |
| 3Y | +121.1% | -48.0% | +169.1% | +214.6% |
| All | +40.4% | -58.9% | +99.3% | +152.0% |
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