+273.7%
ZETA vs MAGS
+126.5%
+147.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.6% |
| 7D | -0.1% | +0.8% | -0.9% | -0.8% |
| 30D | +10.5% | +0.4% | +10.1% | +10.2% |
| 3M | +44.3% | +5.6% | +38.7% | +36.4% |
| 6M | +59.4% | +12.3% | +47.1% | +40.9% |
| YTD | +49.5% | +5.1% | +44.4% | +42.6% |
| 1Y | +62.7% | +14.0% | +48.7% | +44.0% |
| All | +273.7% | +126.5% | +147.2% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling