-59.2%
ZTS vs MAGS
+126.1%
-185.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.5% | -1.8% | -2.7% | -4.2% |
| 30D | -3.3% | +1.1% | -4.4% | -3.5% |
| 3M | -9.7% | +7.7% | -17.5% | -11.2% |
| 6M | -38.8% | +11.7% | -50.6% | -40.5% |
| YTD | -41.2% | +4.9% | -46.1% | -42.0% |
| 1Y | -50.3% | +14.3% | -64.6% | -51.8% |
| All | -59.2% | +126.1% | -185.3% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling