+262.5%
ZETA vs MAS
+61.2%
+201.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.8% | -5.7% |
| 7D | -10.0% | +4.6% | -14.5% | -11.8% |
| 30D | -10.6% | +19.9% | -30.4% | -17.9% |
| 3M | +8.9% | +8.9% | 0.0% | +4.3% |
| 6M | +65.1% | +20.2% | +44.9% | +47.9% |
| YTD | +44.8% | +33.9% | +10.9% | +18.7% |
| 1Y | +47.8% | +34.7% | +13.1% | +20.5% |
| All | +262.5% | +61.2% | +201.3% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling