-15.1%
MP vs ZETA
+232.9%
-248.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.3% | +3.8% |
| 7D | -10.5% | -0.4% | -10.1% | -10.4% |
| 30D | -23.5% | -8.0% | -15.5% | -22.1% |
| 3M | -25.4% | +21.4% | -46.8% | -28.7% |
| 6M | -51.3% | +80.1% | -131.4% | -57.7% |
| YTD | -29.9% | +52.5% | -82.4% | -37.7% |
| 1Y | -31.8% | +58.5% | -90.3% | -40.1% |
| 3Y | +127.0% | +281.7% | -154.7% | +27.3% |
| All | -15.1% | +232.9% | -248.0% | -54.7% |
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