-61.2%
ZTS vs MSI
+118.7%
-179.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -0.4% | +4.7% | -5.1% | -2.4% |
| 30D | +11.7% | +14.8% | -3.0% | +5.5% |
| 3M | +3.5% | +8.8% | -5.4% | -0.2% |
| 6M | -27.6% | +19.3% | -46.9% | -32.9% |
| YTD | -35.5% | +35.3% | -70.8% | -43.5% |
| 1Y | -32.1% | +33.8% | -65.9% | -40.3% |
| 3Y | -49.1% | +74.4% | -123.5% | -62.2% |
| All | -61.2% | +118.7% | -179.9% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling