+67.8%
ZETA vs MRSH
-7.9%
+75.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.5% |
| 7D | +2.7% | -3.6% | +6.2% | +4.2% |
| 30D | +15.8% | -3.0% | +18.8% | +17.1% |
| 3M | +35.4% | +15.8% | +19.6% | +26.7% |
| 6M | +67.1% | +1.6% | +65.5% | +61.3% |
| YTD | +54.1% | +1.7% | +52.3% | +48.2% |
| 1Y | +67.8% | -8.0% | +75.9% | +68.7% |
| All | +67.8% | -7.9% | +75.7% | +68.7% |
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