+239.5%
ZETA vs MTCH
-68.7%
+308.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.0% |
| 7D | -3.7% | +1.3% | -5.0% | -4.4% |
| 30D | +5.7% | +15.9% | -10.2% | -2.5% |
| 3M | +50.4% | +23.3% | +27.2% | +33.4% |
| 6M | +65.5% | +40.1% | +25.3% | +37.7% |
| YTD | +48.3% | +33.6% | +14.7% | +26.7% |
| 1Y | +45.4% | +14.1% | +31.3% | +34.7% |
| 3Y | +270.8% | +1.4% | +269.3% | +249.1% |
| 5Y | +336.1% | -73.1% | +409.3% | +686.6% |
| All | +239.5% | -68.7% | +308.2% | +452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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