+938.2%
MU vs ZETA
+281.0%
+657.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.2% |
| 7D | +12.8% | +18.1% | -5.3% | +9.3% |
| 30D | -14.9% | +13.6% | -28.4% | -16.7% |
| 3M | -18.0% | +23.7% | -41.8% | -21.4% |
| 6M | -3.1% | +128.5% | -131.6% | -18.9% |
| YTD | +172.9% | +80.1% | +92.8% | +136.2% |
| 1Y | +228.8% | +98.0% | +130.8% | +178.7% |
| 3Y | +950.8% | +348.6% | +602.3% | +570.4% |
| All | +938.2% | +281.0% | +657.3% | +500.4% |
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 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