-50.4%
MP vs ZETA
+61.1%
-111.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.3% | +1.2% | -4.5% |
| 7D | -19.0% | -10.0% | -9.0% | -17.2% |
| 30D | -30.5% | -10.6% | -19.9% | -28.9% |
| 3M | -29.6% | +8.9% | -38.4% | -30.8% |
| 6M | -50.4% | +65.1% | -115.5% | -51.9% |
| All | -50.4% | +61.1% | -111.6% | -51.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling