+249.0%
ZETA vs MAS
+53.1%
+196.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +6.2% |
| 7D | -0.4% | +2.0% | -2.4% | -1.5% |
| 30D | -8.0% | +19.4% | -27.4% | -16.2% |
| 3M | +21.4% | +9.4% | +12.0% | +15.2% |
| 6M | +80.1% | +15.3% | +64.8% | +63.6% |
| YTD | +52.5% | +31.3% | +21.2% | +26.1% |
| 1Y | +58.5% | +34.9% | +23.6% | +28.9% |
| 3Y | +281.7% | +58.6% | +223.1% | +180.4% |
| 5Y | +237.3% | +40.7% | +196.6% | +140.8% |
| All | +249.0% | +53.1% | +196.0% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling