+1,193.8%
MU vs ZETA
+241.7%
+952.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | +7.2% | -2.4% | +9.6% | +7.5% |
| 30D | +14.0% | +15.6% | -1.6% | +10.9% |
| 3M | +5.4% | +41.5% | -36.1% | -2.1% |
| 6M | +170.3% | +63.4% | +106.8% | +142.2% |
| YTD | +250.7% | +51.3% | +199.4% | +216.3% |
| 1Y | +662.1% | +65.8% | +596.3% | +572.3% |
| 3Y | +1,341.2% | +279.2% | +1,062.0% | +903.3% |
| 5Y | +1,319.3% | +341.8% | +977.6% | +835.7% |
| All | +1,193.8% | +241.7% | +952.1% | +860.4% |
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 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