+124.8%
MS vs ZETA
+244.2%
-119.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.2% | -7.9% | -0.9% |
| 7D | +0.8% | +13.2% | -12.4% | -1.0% |
| 30D | -0.7% | +6.0% | -6.7% | -1.6% |
| 3M | -12.4% | +27.3% | -39.7% | -15.6% |
| 6M | -1.7% | +104.6% | -106.3% | -12.2% |
| YTD | +8.0% | +72.3% | -64.3% | -2.0% |
| 1Y | +16.2% | +76.3% | -60.1% | +4.9% |
| 3Y | +171.3% | +325.6% | -154.3% | +100.8% |
| 5Y | +124.8% | +254.2% | -129.5% | +59.5% |
| All | +124.8% | +244.2% | -119.4% | +59.5% |
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