+174.6%
ZTS vs MAR
+860.6%
-685.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -2.0% | -4.2% | +2.2% | -0.8% |
| 30D | +1.9% | -6.7% | +8.6% | +4.0% |
| 3M | -4.0% | -12.5% | +8.5% | -0.3% |
| 6M | -39.1% | +0.6% | -39.7% | -39.3% |
| YTD | -38.8% | +9.1% | -47.9% | -40.6% |
| 1Y | -49.6% | +26.2% | -75.8% | -53.2% |
| 3Y | -59.0% | +68.2% | -127.1% | -65.5% |
| 5Y | -61.8% | +163.9% | -225.7% | -72.1% |
| 10Y | +61.4% | +420.6% | -359.1% | -14.5% |
| All | +174.6% | +860.6% | -685.9% | +8.2% |
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