+101.3%
MNST vs ZETA
+232.9%
-131.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.7% | -4.6% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | +6.6% | -8.0% | +14.7% | +7.0% |
| 3M | -2.9% | +21.4% | -24.3% | -4.0% |
| 6M | +18.4% | +80.1% | -61.6% | +14.5% |
| YTD | +19.3% | +52.5% | -33.2% | +15.8% |
| 1Y | +37.9% | +58.5% | -20.6% | +33.4% |
| 3Y | +62.9% | +281.7% | -218.8% | +39.3% |
| All | +101.3% | +232.9% | -131.6% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling