+106.0%
MO vs ZETA
+235.0%
-128.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | +0.1% | -3.7% | +3.9% | +0.1% |
| 30D | +7.1% | +5.7% | +1.4% | +7.2% |
| 3M | -2.0% | +50.4% | -52.4% | -1.7% |
| 6M | +7.3% | +65.5% | -58.2% | +7.7% |
| YTD | +23.5% | +48.3% | -24.8% | +23.9% |
| 1Y | +11.0% | +45.4% | -34.4% | +11.4% |
| 3Y | +95.0% | +270.8% | -175.8% | +93.0% |
| 5Y | +100.6% | +336.1% | -235.5% | +100.6% |
| All | +106.0% | +235.0% | -128.9% | +110.3% |
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 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