+1,315.7%
MU vs ZETA
+329.5%
+986.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.1% | +10.2% | +6.8% |
| 7D | +9.0% | +2.7% | +6.3% | +8.3% |
| 30D | +13.8% | +15.8% | -2.0% | +10.5% |
| 3M | +2.1% | +35.4% | -33.3% | -4.4% |
| 6M | +153.8% | +67.1% | +86.7% | +125.9% |
| YTD | +256.4% | +54.1% | +202.3% | +219.5% |
| 1Y | +719.8% | +67.8% | +651.9% | +619.1% |
| 3Y | +1,360.4% | +311.4% | +1,048.9% | +883.4% |
| All | +1,315.7% | +329.5% | +986.2% | +811.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling