+242.2%
ZETA vs MCO
+46.4%
+195.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.1% |
| 7D | -0.1% | -3.1% | +3.1% | +3.2% |
| 30D | +10.5% | -0.5% | +11.0% | +10.8% |
| 3M | +44.3% | +5.7% | +38.6% | +36.1% |
| 6M | +59.4% | +3.0% | +56.4% | +55.2% |
| YTD | +49.5% | -6.5% | +56.0% | +58.7% |
| 1Y | +62.7% | -5.8% | +68.4% | +70.9% |
| 3Y | +274.6% | +43.1% | +231.5% | +172.2% |
| 5Y | +349.3% | +29.5% | +319.9% | +222.4% |
| All | +242.2% | +46.4% | +195.7% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling