+341.6%
ZETA vs MTZ
+156.0%
+185.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.7% |
| 7D | -6.5% | 0.0% | -6.5% | -6.6% |
| 30D | +4.8% | -14.8% | +19.7% | +10.4% |
| 3M | +53.3% | -30.8% | +84.1% | +67.5% |
| 6M | +66.8% | -22.6% | +89.4% | +69.1% |
| YTD | +50.2% | +6.8% | +43.3% | +30.0% |
| 1Y | +62.0% | +22.1% | +39.9% | +31.8% |
| 3Y | +276.4% | +153.1% | +123.2% | +123.4% |
| 5Y | +341.6% | +161.4% | +180.2% | +148.0% |
| All | +341.6% | +156.0% | +185.6% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling