+100.1%
MO vs ZETA
+352.7%
-252.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | -1.0% | -6.5% | +5.5% | -1.1% |
| 30D | +5.8% | +4.8% | +0.9% | +5.8% |
| 3M | -4.5% | +53.3% | -57.9% | -4.2% |
| 6M | +5.7% | +66.8% | -61.1% | +6.2% |
| YTD | +23.1% | +50.2% | -27.1% | +23.7% |
| 1Y | +10.9% | +62.0% | -51.1% | +11.4% |
| 3Y | +96.1% | +276.4% | -180.2% | +94.5% |
| 5Y | +100.1% | +341.6% | -241.5% | +100.5% |
| All | +100.1% | +352.7% | -252.7% | +100.5% |
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 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