+154.1%
MAR vs ZETA
+341.5%
-187.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -4.7% | +10.5% | -15.1% | -6.1% |
| 3M | -15.6% | +44.3% | -59.9% | -20.0% |
| 6M | +1.2% | +59.4% | -58.2% | -6.1% |
| YTD | +7.5% | +49.5% | -42.0% | 0.0% |
| 1Y | +26.6% | +62.7% | -36.1% | +15.5% |
| 3Y | +66.0% | +274.6% | -208.7% | +24.2% |
| 5Y | +154.1% | +349.3% | -195.2% | +81.5% |
| All | +154.1% | +341.5% | -187.4% | +81.5% |
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