-57.3%
MARA vs ZETA
+247.9%
-305.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -0.6% |
| 7D | +6.0% | +2.7% | +3.3% | +4.7% |
| 30D | +0.6% | +15.8% | -15.2% | -6.9% |
| 3M | -18.5% | +35.4% | -53.9% | -31.7% |
| 6M | +21.7% | +67.1% | -45.4% | -10.3% |
| YTD | +25.9% | +54.1% | -28.1% | -5.1% |
| 1Y | -25.1% | +67.8% | -93.0% | -46.8% |
| 3Y | -5.7% | +311.4% | -317.2% | -69.8% |
| 5Y | -73.9% | +324.8% | -398.7% | -92.8% |
| All | -57.3% | +247.9% | -305.3% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling