-55.4%
ZTS vs MAGS
+190.0%
-245.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | -3.7% | +0.6% | -4.4% | -3.9% |
| 30D | -0.8% | +3.2% | -4.0% | -1.4% |
| 3M | -9.7% | +7.7% | -17.4% | -11.2% |
| 6M | -38.4% | +12.5% | -50.8% | -40.2% |
| YTD | -41.1% | +6.0% | -47.1% | -42.1% |
| 1Y | -50.6% | +14.4% | -65.0% | -52.2% |
| 3Y | -59.1% | +127.5% | -186.7% | -68.6% |
| All | -55.4% | +190.0% | -245.4% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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