-23.9%
MARA vs ZETA
+348.6%
-372.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.3% | -2.3% |
| 7D | +10.1% | +18.1% | -8.0% | +3.6% |
| 30D | -15.1% | +13.6% | -28.6% | -18.4% |
| 3M | -24.1% | +23.7% | -47.8% | -29.9% |
| 6M | -45.2% | +128.5% | -173.7% | -61.3% |
| YTD | -22.2% | +80.1% | -102.3% | -40.8% |
| 1Y | -45.3% | +98.0% | -143.3% | -60.1% |
| 3Y | -23.9% | +348.6% | -372.4% | -75.7% |
| All | -23.9% | +348.6% | -372.4% | -75.7% |
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