+847.8%
MU vs ZETA
+232.9%
+614.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.3% | -0.2% | +4.1% |
| 7D | -22.0% | -0.4% | -21.6% | -21.8% |
| 30D | -36.6% | -8.0% | -28.5% | -35.4% |
| 3M | -21.7% | +21.4% | -43.1% | -24.6% |
| 6M | +3.5% | +80.1% | -76.5% | -9.2% |
| YTD | +141.9% | +52.5% | +89.5% | +116.3% |
| 1Y | +189.8% | +58.5% | +131.4% | +156.7% |
| 3Y | +855.4% | +281.7% | +573.7% | +530.6% |
| All | +847.8% | +232.9% | +614.9% | +474.4% |
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