+344.5%
ZETA vs MTCH
-73.3%
+417.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +50.4% | +23.3% | +27.2% | +33.0% |
| 6M | +65.5% | +40.1% | +25.3% | +37.1% |
| YTD | +48.3% | +33.6% | +14.7% | +26.2% |
| 1Y | +45.4% | +14.1% | +31.3% | +34.5% |
| 3Y | +270.8% | +1.4% | +269.3% | +248.7% |
| All | +344.5% | -73.3% | +417.7% | +814.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling