+243.8%
ZETA vs MGY
+108.8%
+135.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -6.5% | +1.8% | -8.3% | -7.0% |
| 30D | +4.8% | +6.5% | -1.7% | +2.9% |
| 3M | +53.3% | +0.3% | +53.0% | +52.0% |
| 6M | +66.8% | -2.4% | +69.2% | +65.3% |
| YTD | +50.2% | +29.0% | +21.2% | +35.0% |
| 1Y | +62.0% | +17.0% | +45.0% | +50.2% |
| 3Y | +276.4% | +26.2% | +250.2% | +232.5% |
| 5Y | +341.6% | +92.3% | +249.3% | +228.2% |
| All | +243.8% | +108.8% | +135.0% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling