-56.9%
MARA vs ZETA
+239.2%
-296.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -1.5% | -6.5% | +5.0% | +1.6% |
| 30D | +18.1% | +4.8% | +13.2% | +14.9% |
| 3M | -9.4% | +53.3% | -62.8% | -28.8% |
| 6M | +33.4% | +66.8% | -33.4% | -1.7% |
| YTD | +27.3% | +50.2% | -22.9% | -3.0% |
| 1Y | -27.9% | +62.0% | -90.0% | -47.9% |
| 3Y | +4.8% | +276.4% | -271.6% | -64.6% |
| 5Y | -68.0% | +341.6% | -409.6% | -91.2% |
| All | -56.9% | +239.2% | -296.1% | -86.6% |
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