+2,423.9%
MUU vs ZTS
-60.4%
+2,484.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.3% |
| 7D | +3.6% | -4.5% | +8.0% | +3.9% |
| 30D | +22.3% | -3.3% | +25.6% | +22.6% |
| 3M | -8.2% | -9.7% | +1.5% | -6.7% |
| 6M | +256.3% | -38.8% | +295.2% | +346.5% |
| YTD | +534.4% | -41.2% | +575.6% | +716.3% |
| 1Y | +2,163.5% | -50.3% | +2,213.8% | +3,270.2% |
| All | +2,423.9% | -60.4% | +2,484.3% | +3,249.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling