+86.9%
MNST vs ZETA
+247.9%
-161.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.4% |
| 7D | -6.5% | +2.7% | -9.1% | -6.6% |
| 30D | -7.2% | +15.8% | -23.0% | -7.9% |
| 3M | -1.0% | +35.4% | -36.4% | -2.6% |
| 6M | +11.5% | +67.1% | -55.6% | +8.4% |
| YTD | +14.3% | +54.1% | -39.7% | +11.3% |
| 1Y | +38.1% | +67.8% | -29.7% | +33.4% |
| 3Y | +55.0% | +311.4% | -256.4% | +34.8% |
| 5Y | +79.6% | +324.8% | -245.2% | +51.2% |
| All | +86.9% | +247.9% | -161.0% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling