+72.3%
MSFT vs ZETA
+341.5%
-269.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | +22.1% | +44.3% | -22.2% | +15.4% |
| 6M | +20.6% | +59.4% | -38.9% | +11.9% |
| YTD | +2.3% | +49.5% | -47.2% | -4.7% |
| 1Y | -0.5% | +62.7% | -63.2% | -9.0% |
| 3Y | +50.5% | +274.6% | -224.1% | +10.7% |
| 5Y | +72.3% | +349.3% | -277.0% | +18.0% |
| All | +72.3% | +341.5% | -269.2% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling