+90.3%
ZETA vs MRSH
+20.0%
+70.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.4% |
| 7D | -5.0% | +9.4% | -14.4% | -8.3% |
| 30D | -3.3% | +23.4% | -26.8% | -11.7% |
| 3M | +31.0% | +9.9% | +21.1% | +25.7% |
| 6M | +72.2% | +26.0% | +46.1% | +53.9% |
| YTD | +56.2% | +15.2% | +41.0% | +40.7% |
| 1Y | +90.3% | +18.4% | +71.9% | +74.6% |
| All | +90.3% | +20.0% | +70.3% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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