+64.1%
MSFT vs ZETA
+232.9%
-168.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.8% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | +0.2% | -8.0% | +8.2% | +1.3% |
| 3M | +6.4% | +21.4% | -15.0% | +3.2% |
| 6M | +28.7% | +80.1% | -51.4% | +17.3% |
| YTD | +10.4% | +52.5% | -42.1% | +2.2% |
| 1Y | +7.6% | +58.5% | -50.9% | -1.2% |
| 3Y | +52.3% | +281.7% | -229.4% | +9.2% |
| All | +64.1% | +232.9% | -168.9% | +11.8% |
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