+145.5%
MO vs ZETA
+348.6%
-203.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.9% |
| 7D | +3.3% | +18.1% | -14.8% | +3.7% |
| 30D | +7.5% | +13.6% | -6.0% | +7.9% |
| 3M | +22.8% | +23.7% | -1.0% | +23.5% |
| 6M | +13.4% | +128.5% | -115.1% | +15.3% |
| YTD | +43.0% | +80.1% | -37.1% | +45.3% |
| 1Y | +45.2% | +98.0% | -52.8% | +47.7% |
| 3Y | +145.5% | +348.6% | -203.1% | +129.5% |
| All | +145.5% | +348.6% | -203.1% | +129.5% |
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