+294.9%
ZETA vs MTB
+61.4%
+233.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +18.1% | +1.5% | +16.6% | +17.0% |
| 30D | +13.6% | +2.3% | +11.2% | +12.0% |
| 3M | +23.7% | -12.1% | +35.9% | +33.4% |
| 6M | +128.5% | +9.8% | +118.7% | +115.1% |
| YTD | +80.1% | +12.0% | +68.1% | +67.4% |
| 1Y | +98.0% | +22.0% | +76.0% | +74.9% |
| 3Y | +348.6% | +107.6% | +241.0% | +203.7% |
| All | +294.9% | +61.4% | +233.6% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling