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  • ZTS vs MSCI✓SelectedUSD · MSCIZTS vs MSCI performance historyLatest closeAs of-2.97%09/08
Stock and ETF performance explorer

ZTS vs MSCI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.2%
MSCI return
+594.9%
Excess return
-538.7%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioMSCIExcessAlpha
1D-3.0%-3.8%+0.8%-1.4%
7D-4.8%-2.1%-2.7%-3.9%
30D+1.2%-1.7%+3.0%+1.9%
3M-6.0%-8.2%+2.2%-3.1%
6M-38.7%-2.4%-36.3%-38.8%
YTD-40.6%-2.8%-37.8%-41.0%
1Y-50.6%-2.7%-47.9%-51.2%
3Y-58.7%+7.3%-66.1%-62.2%
5Y-62.8%-11.4%-51.4%-63.9%
10Y+56.2%+605.8%-549.6%-36.6%
All+56.2%+594.9%-538.7%-36.6%

Cumulative growth

Daily Returns

Daily percentage return beside MSCI.

Daily Out/Under-Performance

Portfolio return minus MSCI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × MSCI 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 MSCI 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