+55.7%
ZTS vs MCO
+393.6%
-337.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.7% |
| 7D | -3.7% | -3.8% | 0.0% | -1.8% |
| 30D | -0.8% | -0.4% | -0.4% | -0.6% |
| 3M | -9.7% | +7.7% | -17.5% | -13.7% |
| 6M | -38.4% | +7.0% | -45.4% | -41.1% |
| YTD | -41.1% | -6.4% | -34.7% | -39.9% |
| 1Y | -50.6% | -7.6% | -43.0% | -49.5% |
| 3Y | -59.1% | +43.2% | -102.4% | -68.2% |
| 5Y | -62.7% | +29.6% | -92.3% | -69.9% |
| All | +55.7% | +393.6% | -337.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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