+112.6%
MSFT vs ZETA
+306.8%
-194.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.4% |
| 7D | -1.3% | +18.1% | -19.4% | -3.6% |
| 30D | -1.8% | +13.6% | -15.4% | -3.7% |
| 3M | +5.6% | +23.7% | -18.1% | +2.4% |
| 6M | +29.8% | +128.5% | -98.7% | +15.4% |
| YTD | +9.0% | +80.1% | -71.1% | -0.8% |
| 1Y | +4.9% | +98.0% | -93.1% | -5.7% |
| 3Y | +46.2% | +348.6% | -302.4% | +7.6% |
| 5Y | +62.1% | +286.6% | -224.5% | +15.0% |
| All | +112.6% | +306.8% | -194.2% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling