-26.7%
ZTS vs MSI
+28.6%
-55.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +7.1% |
| 7D | +15.4% | +2.8% | +12.6% | +14.4% |
| 30D | +25.8% | +9.1% | +16.6% | +22.3% |
| 3M | +18.1% | +12.5% | +5.6% | +14.0% |
| 6M | -19.7% | +14.2% | -34.0% | -22.8% |
| YTD | -27.5% | +30.7% | -58.2% | -30.8% |
| 1Y | -26.7% | +27.5% | -54.2% | -28.6% |
| All | -26.7% | +28.6% | -55.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling