+252.6%
ZETA vs MAS
+35.4%
+217.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -5.0% |
| 7D | +2.7% | -0.8% | +3.4% | +2.9% |
| 30D | +15.8% | -5.6% | +21.4% | +19.1% |
| 3M | +35.4% | +4.4% | +31.0% | +30.3% |
| 6M | +67.1% | +7.2% | +59.9% | +56.2% |
| YTD | +54.1% | +16.1% | +37.9% | +36.3% |
| 1Y | +67.8% | +0.1% | +67.7% | +62.0% |
| 3Y | +311.4% | +28.3% | +283.1% | +238.7% |
| 5Y | +324.8% | +30.5% | +294.3% | +225.4% |
| All | +252.6% | +35.4% | +217.3% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling