+246.3%
ZETA vs MTCH
-69.6%
+315.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.5% |
| 30D | +15.6% | +10.4% | +5.1% | +9.3% |
| 3M | +41.5% | +21.0% | +20.5% | +26.7% |
| 6M | +63.4% | +36.6% | +26.8% | +37.9% |
| YTD | +51.3% | +29.7% | +21.6% | +31.3% |
| 1Y | +65.8% | +8.6% | +57.2% | +57.6% |
| 3Y | +279.2% | -2.7% | +281.9% | +264.9% |
| 5Y | +341.8% | -72.9% | +414.7% | +702.3% |
| All | +246.3% | -69.6% | +315.9% | +472.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling