+135.2%
MS vs ZETA
+244.4%
-109.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -1.3% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | -3.8% | -8.0% | +4.3% | -2.7% |
| 3M | -14.6% | +21.4% | -36.0% | -17.0% |
| 6M | -5.1% | +80.1% | -85.2% | -13.2% |
| YTD | +4.5% | +52.5% | -48.0% | -3.0% |
| 1Y | +13.5% | +58.5% | -44.9% | +4.6% |
| 3Y | +160.4% | +281.7% | -121.3% | +100.9% |
| 5Y | +112.9% | +237.3% | -124.4% | +57.9% |
| All | +135.2% | +244.4% | -109.2% | +73.2% |
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 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