+949.6%
MU vs ZETA
+318.9%
+630.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.6% | +4.3% | +10.5% |
| 7D | +2.0% | +18.8% | -16.7% | -0.8% |
| 30D | -18.0% | +12.6% | -30.6% | -19.5% |
| 3M | -6.6% | +29.5% | -36.0% | -10.8% |
| 6M | +2.0% | +128.6% | -126.5% | -13.3% |
| YTD | +184.5% | +85.5% | +99.0% | +148.0% |
| 1Y | +236.9% | +90.6% | +146.3% | +191.7% |
| 3Y | +987.0% | +358.0% | +628.9% | +635.3% |
| 5Y | +1,014.6% | +282.0% | +732.6% | +618.5% |
| All | +949.6% | +318.9% | +630.7% | +653.0% |
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