+153.3%
MP vs ZETA
+311.4%
-158.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +2.0% |
| 7D | -2.9% | +2.7% | -5.5% | -3.3% |
| 30D | +13.8% | +15.8% | -2.0% | +11.3% |
| 3M | -16.7% | +35.4% | -52.1% | -20.6% |
| 6M | -11.5% | +67.1% | -78.6% | -18.3% |
| YTD | +7.9% | +54.1% | -46.1% | 0.0% |
| 1Y | -15.0% | +67.8% | -82.9% | -22.5% |
| All | +153.3% | +311.4% | -158.1% | +46.4% |
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