+252.6%
ZETA vs MTZ
+95.2%
+157.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.8% |
| 7D | +2.7% | -1.6% | +4.2% | +3.1% |
| 30D | +15.8% | -11.1% | +26.9% | +20.2% |
| 3M | +35.4% | -36.7% | +72.1% | +53.7% |
| 6M | +67.1% | -21.9% | +89.1% | +69.2% |
| YTD | +54.1% | +9.1% | +44.9% | +33.1% |
| 1Y | +67.8% | +30.0% | +37.9% | +33.7% |
| 3Y | +311.4% | +138.5% | +173.0% | +153.3% |
| 5Y | +324.8% | +158.3% | +166.4% | +140.9% |
| All | +252.6% | +95.2% | +157.5% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling