+348.6%
ZETA vs MTZ
+271.0%
+77.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +18.1% | +5.0% | +13.1% | +16.2% |
| 30D | +13.6% | -6.0% | +19.6% | +14.5% |
| 3M | +23.7% | -36.1% | +59.8% | +40.6% |
| 6M | +128.5% | -56.9% | +185.4% | +190.5% |
| YTD | +80.1% | -15.9% | +96.0% | +57.5% |
| 1Y | +98.0% | -3.8% | +101.8% | +60.4% |
| 3Y | +348.6% | +272.3% | +76.3% | +119.9% |
| All | +348.6% | +271.0% | +77.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 3y: compounded portfolio wealth divided by compounded MTZ 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…
3y analysis · Full analysis span regression · 6 months rolling