+243.8%
ZETA vs MTB
+76.1%
+167.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | -6.5% | -0.4% | -6.1% | -6.3% |
| 30D | +4.8% | -4.6% | +9.4% | +7.6% |
| 3M | +53.3% | +7.4% | +45.9% | +47.0% |
| 6M | +66.8% | +18.7% | +48.1% | +50.8% |
| YTD | +50.2% | +21.1% | +29.1% | +34.4% |
| 1Y | +62.0% | +24.1% | +38.0% | +43.2% |
| 3Y | +276.4% | +115.3% | +161.0% | +155.7% |
| 5Y | +341.6% | +106.0% | +235.6% | +226.1% |
| All | +243.8% | +76.1% | +167.7% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling