+99.5%
MSFT vs ZETA
+237.6%
-138.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -2.7% | +10.5% | -13.1% | -4.0% |
| 3M | +22.1% | +44.3% | -22.2% | +15.7% |
| 6M | +20.6% | +59.4% | -38.9% | +12.3% |
| YTD | +2.3% | +49.5% | -47.2% | -4.3% |
| 1Y | -0.5% | +62.7% | -63.2% | -8.6% |
| 3Y | +50.5% | +274.6% | -224.1% | +13.3% |
| 5Y | +72.3% | +349.3% | -277.0% | +23.7% |
| All | +99.5% | +237.6% | -138.1% | +44.6% |
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