+163.9%
ZTS vs MRSH
+537.6%
-373.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -4.5% | -5.9% | +1.4% | -0.9% |
| 30D | -3.3% | -7.3% | +4.0% | +1.3% |
| 3M | -9.7% | +6.7% | -16.4% | -13.5% |
| 6M | -38.8% | +3.0% | -41.8% | -40.6% |
| YTD | -41.2% | -2.9% | -38.3% | -41.1% |
| 1Y | -50.3% | -9.0% | -41.3% | -48.5% |
| 3Y | -59.1% | -4.3% | -54.8% | -59.5% |
| 5Y | -62.8% | +19.4% | -82.2% | -68.5% |
| 10Y | +57.8% | +218.1% | -160.2% | -29.4% |
| All | +163.9% | +537.6% | -373.6% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling