+94.7%
MNST vs ZETA
+259.8%
-165.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.4% |
| 7D | -5.0% | +6.2% | -11.2% | -5.2% |
| 30D | +4.6% | -2.0% | +6.6% | +4.6% |
| 3M | +1.0% | +21.7% | -20.7% | 0.0% |
| 6M | +5.8% | +89.1% | -83.4% | +2.3% |
| YTD | +19.1% | +59.3% | -40.3% | +15.6% |
| 1Y | +30.9% | +66.2% | -35.3% | +26.7% |
| 3Y | +65.7% | +297.3% | -231.6% | +44.7% |
| 5Y | +99.0% | +227.5% | -128.5% | +69.2% |
| All | +94.7% | +259.8% | -165.1% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling