-69.3%
MARA vs ZETA
+341.5%
-410.9%
-95.9%
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% | +1.3% |
| 7D | +13.8% | -0.1% | +13.9% | +14.0% |
| 30D | +24.7% | +10.5% | +14.2% | +18.1% |
| 3M | -10.4% | +44.3% | -54.8% | -27.6% |
| 6M | +37.6% | +59.4% | -21.8% | +3.2% |
| YTD | +32.7% | +49.5% | -16.7% | +0.9% |
| 1Y | -25.2% | +62.7% | -87.8% | -46.3% |
| 3Y | +9.3% | +274.6% | -265.4% | -64.4% |
| 5Y | -69.3% | +349.3% | -418.7% | -92.3% |
| All | -69.3% | +341.5% | -410.9% | -92.3% |
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