-55.2%
ZTS vs MAGS
+187.7%
-242.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.8% | +0.8% | -4.6% | -3.9% |
| 30D | -2.0% | +0.4% | -2.4% | -2.1% |
| 3M | -10.2% | +5.6% | -15.8% | -11.3% |
| 6M | -39.4% | +12.3% | -51.7% | -41.2% |
| YTD | -40.8% | +5.1% | -45.9% | -41.7% |
| 1Y | -50.1% | +14.0% | -64.1% | -51.7% |
| 3Y | -58.9% | +129.4% | -188.3% | -68.5% |
| All | -55.2% | +187.7% | -242.9% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling