+185.4%
MAR vs ZETA
+271.1%
-85.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.6% | -7.4% | -0.8% |
| 7D | +1.0% | +18.8% | -17.7% | -1.4% |
| 30D | +16.2% | +12.6% | +3.6% | +14.2% |
| 3M | +23.1% | +29.5% | -6.4% | +18.3% |
| 6M | +22.0% | +128.6% | -106.6% | +7.2% |
| YTD | +39.2% | +85.5% | -46.3% | +24.8% |
| 1Y | +48.3% | +90.6% | -42.4% | +32.0% |
| 3Y | +123.4% | +358.0% | -234.6% | +57.6% |
| 5Y | +185.4% | +282.0% | -96.6% | +90.8% |
| All | +185.4% | +271.1% | -85.7% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling