+90.3%
ZETA vs MCO
+9.9%
+80.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | -1.4% |
| 7D | -5.0% | +10.7% | -15.7% | -13.0% |
| 30D | -3.3% | +17.9% | -21.2% | -16.7% |
| 3M | +31.0% | +9.5% | +21.5% | +20.5% |
| 6M | +72.2% | +18.1% | +54.1% | +45.7% |
| YTD | +56.2% | +4.1% | +52.1% | +45.1% |
| 1Y | +90.3% | +9.3% | +81.0% | +72.2% |
| All | +90.3% | +9.9% | +80.4% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling