+205.7%
ZTS vs MAR
+1,107.9%
-902.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +5.6% | +1.6% | +4.0% | +5.0% |
| 30D | +12.1% | +13.8% | -1.7% | +7.9% |
| 3M | +11.3% | +20.3% | -9.0% | +5.3% |
| 6M | +14.3% | +21.3% | -7.0% | +7.6% |
| YTD | -31.9% | +37.2% | -69.1% | -38.2% |
| 1Y | -29.3% | +48.4% | -77.7% | -37.3% |
| 3Y | -48.0% | +120.1% | -168.2% | -59.6% |
| 5Y | -58.9% | +182.1% | -241.0% | -70.7% |
| 10Y | +81.7% | +530.2% | -448.6% | -8.8% |
| All | +205.7% | +1,107.9% | -902.2% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling