+6.2%
MSFT vs ZETA
+74.8%
-68.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -4.0% |
| 7D | +2.3% | +13.2% | -10.9% | -0.6% |
| 30D | -0.4% | +6.0% | -6.3% | -1.9% |
| 3M | +5.6% | +27.3% | -21.8% | -0.4% |
| 6M | +29.0% | +104.6% | -75.7% | +7.6% |
| YTD | +10.9% | +72.3% | -61.4% | -6.3% |
| 1Y | +6.2% | +76.3% | -70.1% | -10.7% |
| All | +6.2% | +74.8% | -68.6% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling