-59.3%
ZTS vs MAS
+44.5%
-103.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -0.6% | +3.6% | -4.2% | -1.8% |
| 30D | +11.0% | +23.8% | -12.8% | +2.5% |
| 3M | +10.9% | +14.4% | -3.5% | +5.5% |
| 6M | +0.9% | +19.7% | -18.8% | -6.9% |
| YTD | -33.0% | +36.0% | -68.9% | -41.9% |
| 1Y | -29.6% | +40.4% | -70.0% | -39.8% |
| 3Y | -49.0% | +58.9% | -108.0% | -60.3% |
| All | -59.3% | +44.5% | -103.8% | -67.1% |
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