+838.1%
MU vs ZETA
+289.2%
+548.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.2% | -9.3% | -2.5% |
| 7D | -15.2% | +13.2% | -28.4% | -16.9% |
| 30D | -29.5% | +6.0% | -35.5% | -30.1% |
| 3M | -15.8% | +27.3% | -43.1% | -19.4% |
| 6M | -2.9% | +104.6% | -107.5% | -15.9% |
| YTD | +154.2% | +72.3% | +81.9% | +124.4% |
| 1Y | +186.6% | +76.3% | +110.3% | +151.4% |
| 3Y | +871.5% | +325.6% | +545.9% | +565.3% |
| 5Y | +911.7% | +254.2% | +657.4% | +560.2% |
| All | +838.1% | +289.2% | +548.9% | +581.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling