+950.8%
MU vs ZETA
+348.6%
+602.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.2% |
| 7D | +12.8% | +18.1% | -5.3% | +9.7% |
| 30D | -14.9% | +13.6% | -28.4% | -16.4% |
| 3M | -18.0% | +23.7% | -41.8% | -20.9% |
| 6M | -3.1% | +128.5% | -131.6% | -16.7% |
| YTD | +172.9% | +80.1% | +92.8% | +142.3% |
| 1Y | +228.8% | +98.0% | +130.8% | +186.1% |
| 3Y | +950.8% | +348.6% | +602.3% | +682.0% |
| All | +950.8% | +348.6% | +602.3% | +682.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling