+271.3%
ZETA vs MAGS
+184.9%
+86.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | +18.1% | +1.7% | +16.4% | +16.1% |
| 30D | +13.6% | -5.8% | +19.4% | +20.9% |
| 3M | +23.7% | +0.2% | +23.5% | +23.9% |
| 6M | +128.5% | -2.7% | +131.1% | +135.2% |
| YTD | +80.1% | +4.1% | +76.0% | +74.2% |
| 1Y | +98.0% | +7.5% | +90.5% | +85.7% |
| 3Y | +348.6% | +122.0% | +226.5% | +148.6% |
| All | +271.3% | +184.9% | +86.4% | +76.5% |
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