+82.7%
MNST vs ZETA
+237.6%
-154.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -6.3% | +10.5% | -16.7% | -6.8% |
| 3M | -5.0% | +44.3% | -49.3% | -6.7% |
| 6M | +13.1% | +59.4% | -46.3% | +10.2% |
| YTD | +11.8% | +49.5% | -37.7% | +8.9% |
| 1Y | +35.2% | +62.7% | -27.4% | +30.8% |
| 3Y | +52.0% | +274.6% | -222.6% | +33.0% |
| 5Y | +77.9% | +349.3% | -271.5% | +50.5% |
| All | +82.7% | +237.6% | -154.9% | +54.8% |
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