+217.6%
ZETA vs MAGS
+188.2%
+29.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -2.6% |
| 7D | +2.7% | +0.5% | +2.1% | +2.2% |
| 30D | +15.8% | +1.5% | +14.3% | +14.3% |
| 3M | +35.4% | +0.5% | +35.0% | +35.0% |
| 6M | +67.1% | +11.6% | +55.5% | +49.4% |
| YTD | +54.1% | +5.3% | +48.8% | +47.0% |
| 1Y | +67.8% | +14.9% | +52.9% | +48.2% |
| 3Y | +311.4% | +128.9% | +182.5% | +123.0% |
| All | +217.6% | +188.2% | +29.5% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling