+74.2%
ZTS vs MAS
+213.7%
-139.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.5% |
| 7D | -0.4% | +2.0% | -2.4% | -1.0% |
| 30D | +11.7% | +19.4% | -7.7% | +4.0% |
| 3M | +3.5% | +9.4% | -6.0% | -0.4% |
| 6M | -27.6% | +15.3% | -43.0% | -32.6% |
| YTD | -35.5% | +31.3% | -66.8% | -43.8% |
| 1Y | -32.1% | +34.9% | -67.0% | -41.6% |
| 3Y | -49.1% | +58.6% | -107.7% | -60.5% |
| 5Y | -61.0% | +40.7% | -101.7% | -68.9% |
| All | +74.2% | +213.7% | -139.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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