+344.5%
ZETA vs MRSH
+18.2%
+326.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.7% | -4.8% | +1.0% | +0.1% |
| 30D | +5.7% | -6.3% | +12.0% | +11.1% |
| 3M | +50.4% | +5.8% | +44.6% | +42.4% |
| 6M | +65.5% | +2.8% | +62.7% | +59.3% |
| YTD | +48.3% | -3.1% | +51.4% | +49.1% |
| 1Y | +45.4% | -11.3% | +56.6% | +56.8% |
| 3Y | +270.8% | -5.0% | +275.7% | +265.6% |
| All | +344.5% | +18.2% | +326.3% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling