-59.5%
ZTS vs MAR
+173.3%
-232.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | -0.6% | +2.9% | -3.5% | -1.6% |
| 30D | +11.0% | +17.0% | -6.1% | +4.9% |
| 3M | +10.9% | +23.2% | -12.2% | +2.8% |
| 6M | +0.9% | +21.7% | -20.8% | -6.3% |
| YTD | -33.0% | +38.9% | -71.8% | -40.7% |
| 1Y | -29.6% | +48.7% | -78.3% | -39.3% |
| 3Y | -49.0% | +122.9% | -171.9% | -63.2% |
| 5Y | -59.5% | +177.5% | -237.0% | -73.5% |
| All | -59.5% | +173.3% | -232.8% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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