+243.8%
ZETA vs MTUM
+87.9%
+155.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +2.7% |
| 7D | -6.5% | +1.2% | -7.7% | -8.0% |
| 30D | +4.8% | -1.7% | +6.5% | +6.3% |
| 3M | +53.3% | -0.5% | +53.8% | +44.7% |
| 6M | +66.8% | +22.3% | +44.5% | +14.8% |
| YTD | +50.2% | +21.4% | +28.8% | +4.8% |
| 1Y | +62.0% | +20.0% | +42.0% | +16.1% |
| 3Y | +276.4% | +113.0% | +163.4% | +24.3% |
| 5Y | +341.6% | +77.3% | +264.3% | +95.9% |
| All | +243.8% | +87.9% | +155.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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