+61.6%
MA vs ZETA
+241.7%
-180.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.3% |
| 7D | -1.8% | -2.4% | +0.7% | -1.6% |
| 30D | +1.4% | +15.6% | -14.2% | -0.2% |
| 3M | +17.7% | +41.5% | -23.8% | +13.0% |
| 6M | +9.7% | +63.4% | -53.8% | +3.0% |
| YTD | +0.5% | +51.3% | -50.8% | -5.2% |
| 1Y | -2.1% | +65.8% | -67.9% | -9.1% |
| 3Y | +40.1% | +279.2% | -239.1% | +10.1% |
| 5Y | +67.5% | +341.8% | -274.2% | +26.3% |
| All | +61.6% | +241.7% | -180.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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