+277.6%
ZETA vs MAGS
+185.8%
+91.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +26.5% | +3.0% | +23.5% | +22.8% |
| 30D | +10.3% | -7.3% | +17.6% | +19.4% |
| 3M | +30.5% | +1.7% | +28.8% | +28.9% |
| 6M | +129.4% | -0.4% | +129.7% | +130.4% |
| YTD | +83.1% | +4.4% | +78.7% | +76.6% |
| 1Y | +82.1% | +5.1% | +77.0% | +74.9% |
| 3Y | +352.3% | +122.6% | +229.7% | +150.0% |
| All | +277.6% | +185.8% | +91.8% | +79.0% |
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