+1,159.6%
MSTR vs ZTS
+185.1%
+974.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.3% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -15.9% | +11.7% | -27.7% | -20.7% |
| 3M | +33.1% | +3.5% | +29.7% | +29.5% |
| 6M | -31.0% | -27.6% | -3.4% | -21.5% |
| YTD | -15.1% | -35.5% | +20.3% | +3.0% |
| 1Y | -45.6% | -32.1% | -13.6% | -36.3% |
| 3Y | +180.5% | -49.1% | +229.6% | +270.4% |
| 5Y | +61.7% | -61.0% | +122.7% | +149.2% |
| 10Y | +578.0% | +74.4% | +503.6% | +491.1% |
| All | +1,159.6% | +185.1% | +974.5% | +779.6% |
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