+55.7%
ZTS vs MRSH
+218.8%
-163.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.7% | -4.8% | +1.0% | -0.8% |
| 30D | -0.8% | -6.3% | +5.6% | +3.3% |
| 3M | -9.7% | +5.8% | -15.5% | -13.1% |
| 6M | -38.4% | +2.8% | -41.2% | -40.1% |
| YTD | -41.1% | -3.1% | -38.0% | -40.9% |
| 1Y | -50.6% | -11.3% | -39.4% | -47.9% |
| 3Y | -59.1% | -5.0% | -54.2% | -59.4% |
| 5Y | -62.7% | +19.2% | -81.9% | -68.6% |
| All | +55.7% | +218.8% | -163.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling