-59.7%
ZTS vs MAS
+41.7%
-101.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.4% | -4.5% | -6.6% |
| 7D | +4.9% | +4.6% | +0.4% | +3.3% |
| 30D | +15.9% | +19.9% | -4.0% | +8.3% |
| 3M | +11.1% | +8.9% | +2.2% | +7.4% |
| 6M | -26.0% | +20.2% | -46.2% | -31.9% |
| YTD | -33.3% | +33.9% | -67.2% | -41.9% |
| 1Y | -30.3% | +34.7% | -65.0% | -39.5% |
| 3Y | -47.0% | +60.4% | -107.4% | -59.0% |
| 5Y | -59.7% | +43.5% | -103.2% | -67.5% |
| All | -59.7% | +41.7% | -101.4% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling