+174.8%
MS vs ZETA
+280.5%
-105.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +2.5% |
| 7D | +0.7% | +6.2% | -5.5% | -0.1% |
| 30D | -0.9% | -2.0% | +1.1% | -0.7% |
| 3M | -13.0% | +21.7% | -34.7% | -15.6% |
| 6M | -2.0% | +89.1% | -91.1% | -11.4% |
| YTD | +7.8% | +59.3% | -51.5% | -1.2% |
| 1Y | +17.9% | +66.2% | -48.3% | +7.2% |
| 3Y | +174.8% | +297.3% | -122.5% | +104.2% |
| All | +174.8% | +280.5% | -105.7% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling