+199.5%
ZTS vs MAS
+528.1%
-328.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.4% | -4.5% | -6.7% |
| 7D | +4.9% | +4.6% | +0.4% | +3.4% |
| 30D | +15.9% | +19.9% | -4.0% | +8.5% |
| 3M | +11.1% | +8.9% | +2.2% | +7.5% |
| 6M | -26.0% | +20.2% | -46.2% | -31.5% |
| YTD | -33.3% | +33.9% | -67.2% | -41.3% |
| 1Y | -30.3% | +34.7% | -65.0% | -38.8% |
| 3Y | -47.0% | +60.4% | -107.4% | -57.4% |
| 5Y | -59.7% | +43.5% | -103.2% | -66.9% |
| 10Y | +80.3% | +226.7% | -146.4% | +10.7% |
| All | +199.5% | +528.1% | -328.6% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling