+8.4%
MARA vs ZETA
+281.1%
-272.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.2% |
| 7D | +15.6% | -2.4% | +18.1% | +16.7% |
| 30D | +17.2% | +15.6% | +1.7% | +10.7% |
| 3M | -14.2% | +41.5% | -55.6% | -26.1% |
| 6M | +47.7% | +63.4% | -15.7% | +18.2% |
| YTD | +31.7% | +51.3% | -19.6% | +7.0% |
| 1Y | -22.2% | +65.8% | -88.0% | -39.4% |
| 3Y | +8.4% | +279.2% | -270.8% | -55.1% |
| All | +8.4% | +281.1% | -272.6% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling