+80.2%
ZTS vs MAS
+219.8%
-139.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.4% | -4.5% | -6.5% |
| 7D | +4.9% | +4.6% | +0.4% | +3.2% |
| 30D | +15.9% | +19.9% | -4.0% | +7.6% |
| 3M | +11.1% | +8.9% | +2.2% | +7.1% |
| 6M | -26.0% | +20.2% | -46.2% | -32.3% |
| YTD | -33.3% | +33.9% | -67.2% | -42.4% |
| 1Y | -30.3% | +34.7% | -65.0% | -40.0% |
| 3Y | -47.0% | +60.4% | -107.4% | -59.1% |
| 5Y | -59.7% | +43.5% | -103.2% | -68.1% |
| All | +80.2% | +219.8% | -139.6% | -0.5% |
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