+239.5%
ZETA vs MGY
+109.2%
+130.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.7% | +3.5% | -7.3% | -4.7% |
| 30D | +5.7% | +5.3% | +0.4% | +4.1% |
| 3M | +50.4% | +2.6% | +47.8% | +48.1% |
| 6M | +65.5% | -3.3% | +68.7% | +64.5% |
| YTD | +48.3% | +29.2% | +19.1% | +33.3% |
| 1Y | +45.4% | +18.0% | +27.3% | +34.4% |
| 3Y | +270.8% | +30.0% | +240.7% | +224.4% |
| 5Y | +336.1% | +92.7% | +243.5% | +224.0% |
| All | +239.5% | +109.2% | +130.3% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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