+270.8%
ZETA vs MRSH
-4.9%
+275.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.7% | -4.8% | +1.0% | -1.0% |
| 30D | +5.7% | -6.3% | +12.0% | +9.6% |
| 3M | +50.4% | +5.8% | +44.6% | +44.6% |
| 6M | +65.5% | +2.8% | +62.7% | +60.8% |
| YTD | +48.3% | -3.1% | +51.4% | +48.7% |
| 1Y | +45.4% | -11.3% | +56.6% | +54.1% |
| 3Y | +270.8% | -5.0% | +275.7% | +281.1% |
| All | +270.8% | -4.9% | +275.6% | +281.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling