+105.7%
MO vs ZETA
+247.9%
-142.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.9% |
| 7D | +0.3% | +2.7% | -2.3% | +0.4% |
| 30D | +0.6% | +15.8% | -15.2% | +0.8% |
| 3M | -1.0% | +35.4% | -36.4% | -0.8% |
| 6M | +4.3% | +67.1% | -62.8% | +4.8% |
| YTD | +23.3% | +54.1% | -30.8% | +23.8% |
| 1Y | +10.5% | +67.8% | -57.4% | +10.9% |
| 3Y | +96.3% | +311.4% | -215.2% | +94.2% |
| 5Y | +98.9% | +324.8% | -225.9% | +99.2% |
| All | +105.7% | +247.9% | -142.2% | +110.0% |
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