+209.6%
ZETA vs MAGS
+187.1%
+22.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | -6.5% | -1.8% | -4.7% | -4.7% |
| 30D | +4.8% | +1.1% | +3.8% | +4.0% |
| 3M | +53.3% | +7.7% | +45.6% | +42.2% |
| 6M | +66.8% | +11.7% | +55.1% | +49.0% |
| YTD | +50.2% | +4.9% | +45.3% | +43.8% |
| 1Y | +62.0% | +14.3% | +47.7% | +43.8% |
| 3Y | +276.4% | +128.9% | +147.4% | +104.4% |
| All | +209.6% | +187.1% | +22.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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