+242.2%
ZETA vs MRSH
+39.2%
+203.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | +0.4% |
| 7D | -0.1% | -5.9% | +5.8% | +4.9% |
| 30D | +10.5% | -7.3% | +17.8% | +17.1% |
| 3M | +44.3% | +7.4% | +36.9% | +34.9% |
| 6M | +59.4% | -0.7% | +60.1% | +58.1% |
| YTD | +49.5% | -3.2% | +52.6% | +50.3% |
| 1Y | +62.7% | -10.6% | +73.3% | +74.2% |
| 3Y | +274.6% | -4.6% | +279.2% | +268.4% |
| 5Y | +349.3% | +19.3% | +330.1% | +216.4% |
| All | +242.2% | +39.2% | +203.0% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling