+239.5%
ZETA vs MCO
+46.6%
+192.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -2.8% |
| 7D | -3.7% | -3.8% | 0.0% | -0.2% |
| 30D | +5.7% | -0.4% | +6.1% | +5.9% |
| 3M | +50.4% | +7.7% | +42.7% | +39.3% |
| 6M | +65.5% | +7.0% | +58.5% | +55.3% |
| YTD | +48.3% | -6.4% | +54.7% | +57.2% |
| 1Y | +45.4% | -7.6% | +53.0% | +55.3% |
| 3Y | +270.8% | +43.2% | +227.5% | +169.0% |
| 5Y | +336.1% | +29.6% | +306.6% | +212.5% |
| All | +239.5% | +46.6% | +192.9% | +150.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling