-53.7%
ZTS vs MAGS
+188.2%
-241.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +1.9% | +1.5% | +0.4% | +1.6% |
| 3M | -4.0% | +0.5% | -4.5% | -4.2% |
| 6M | -39.1% | +11.6% | -50.7% | -40.8% |
| YTD | -38.8% | +5.3% | -44.1% | -39.8% |
| 1Y | -49.6% | +14.9% | -64.5% | -51.2% |
| 3Y | -59.0% | +128.9% | -187.9% | -68.5% |
| All | -53.7% | +188.2% | -241.8% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling