+67.8%
ZETA vs MCO
+0.4%
+67.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -1.9% | -2.1% |
| 7D | +2.7% | -4.2% | +6.8% | +6.7% |
| 30D | +15.8% | +2.2% | +13.6% | +13.3% |
| 3M | +35.4% | +10.1% | +25.3% | +22.4% |
| 6M | +67.1% | +5.3% | +61.9% | +57.2% |
| YTD | +54.1% | -2.7% | +56.8% | +53.2% |
| 1Y | +67.8% | -0.4% | +68.2% | +63.7% |
| All | +67.8% | +0.4% | +67.5% | +63.7% |
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