+136.5%
MS vs ZETA
+227.1%
-90.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.3% | +1.3% | -5.0% |
| 7D | -3.4% | -10.0% | +6.6% | -2.0% |
| 30D | -3.9% | -10.6% | +6.7% | -2.5% |
| 3M | -15.9% | +8.9% | -24.8% | -17.1% |
| 6M | -2.5% | +65.1% | -67.6% | -9.7% |
| YTD | +5.1% | +44.8% | -39.7% | -1.8% |
| 1Y | +13.0% | +47.8% | -34.8% | +5.1% |
| 3Y | +160.7% | +248.8% | -88.1% | +103.5% |
| 5Y | +114.0% | +220.3% | -106.3% | +59.9% |
| All | +136.5% | +227.1% | -90.6% | +75.4% |
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 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