-59.1%
ZTS vs MGY
+25.2%
-84.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.7% | +3.5% | -7.3% | -4.2% |
| 30D | -0.8% | +5.3% | -6.0% | -1.5% |
| 3M | -9.7% | +2.6% | -12.4% | -10.2% |
| 6M | -38.4% | -3.3% | -35.1% | -38.5% |
| YTD | -41.1% | +29.2% | -70.3% | -43.9% |
| 1Y | -50.6% | +18.0% | -68.7% | -52.4% |
| 3Y | -59.1% | +30.0% | -89.2% | -62.9% |
| All | -59.1% | +25.2% | -84.3% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling