+220.3%
ZETA vs MAS
+41.7%
+178.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.8% | -5.5% |
| 7D | -10.0% | +4.6% | -14.5% | -12.1% |
| 30D | -10.6% | +19.9% | -30.4% | -19.0% |
| 3M | +8.9% | +8.9% | 0.0% | +3.4% |
| 6M | +65.1% | +20.2% | +44.9% | +45.7% |
| YTD | +44.8% | +33.9% | +10.9% | +17.1% |
| 1Y | +47.8% | +34.7% | +13.1% | +18.9% |
| 3Y | +248.8% | +60.4% | +188.4% | +146.8% |
| 5Y | +220.3% | +43.5% | +176.9% | +135.4% |
| All | +220.3% | +41.7% | +178.6% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling