+212.0%
ZETA vs MAGS
+186.6%
+25.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | -2.4% | +1.2% | -3.7% | -3.5% |
| 30D | +15.6% | -0.1% | +15.7% | +15.9% |
| 3M | +41.5% | +3.8% | +37.7% | +36.4% |
| 6M | +63.4% | +13.2% | +50.2% | +44.0% |
| YTD | +51.3% | +4.7% | +46.6% | +45.2% |
| 1Y | +65.8% | +14.4% | +51.4% | +47.1% |
| 3Y | +279.2% | +128.6% | +150.6% | +106.3% |
| All | +212.0% | +186.6% | +25.3% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling