-40.7%
MP vs ZETA
+91.3%
-132.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.6% | -6.9% | -1.1% |
| 7D | +2.3% | +18.8% | -16.5% | -2.2% |
| 30D | -15.3% | +12.6% | -27.9% | -18.0% |
| 3M | -33.5% | +29.5% | -63.0% | -38.0% |
| 6M | -45.5% | +128.6% | -174.1% | -55.6% |
| YTD | -27.3% | +85.5% | -112.8% | -40.1% |
| 1Y | -40.7% | +90.6% | -131.3% | -51.8% |
| All | -40.7% | +91.3% | -132.0% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling