+26.3%
ZTS vs MGY
+209.8%
-183.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -4.5% | +1.8% | -6.3% | -4.7% |
| 30D | -3.3% | +6.5% | -9.8% | -4.0% |
| 3M | -9.7% | +0.3% | -10.1% | -10.0% |
| 6M | -38.8% | -2.4% | -36.5% | -38.9% |
| YTD | -41.2% | +29.0% | -70.2% | -43.2% |
| 1Y | -50.3% | +17.0% | -67.3% | -51.5% |
| 3Y | -59.1% | +26.2% | -85.3% | -60.9% |
| 5Y | -62.8% | +92.3% | -155.1% | -66.4% |
| All | +26.3% | +209.8% | -183.5% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling