+1,295.1%
MSTR vs ZTS
+170.4%
+1,124.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +12.2% | -2.0% | +14.1% | +13.3% |
| 30D | +45.2% | +1.9% | +43.3% | +42.8% |
| 3M | +10.4% | -4.0% | +14.4% | +10.9% |
| 6M | -2.5% | -39.1% | +36.6% | +22.5% |
| YTD | -6.0% | -38.8% | +32.8% | +17.6% |
| 1Y | -56.4% | -49.6% | -6.8% | -39.8% |
| 3Y | +306.3% | -59.0% | +365.3% | +509.3% |
| 5Y | +100.5% | -61.8% | +162.2% | +214.5% |
| 10Y | +741.1% | +61.4% | +679.6% | +661.7% |
| All | +1,295.1% | +170.4% | +1,124.7% | +904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling