-62.8%
ZTS vs MAR
+155.0%
-217.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.2% |
| 7D | -4.8% | -1.7% | -3.1% | -4.2% |
| 30D | +1.2% | -6.9% | +8.1% | +3.7% |
| 3M | -6.0% | -15.8% | +9.8% | -0.4% |
| 6M | -38.7% | +1.9% | -40.7% | -39.2% |
| YTD | -40.6% | +6.6% | -47.2% | -42.2% |
| 1Y | -50.6% | +23.7% | -74.3% | -54.4% |
| 3Y | -58.7% | +64.6% | -123.3% | -66.4% |
| 5Y | -62.8% | +156.4% | -219.2% | -73.5% |
| All | -62.8% | +155.0% | -217.8% | -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