+116.4%
MSFT vs ZETA
+289.2%
-172.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -3.3% |
| 7D | +2.3% | +13.2% | -10.9% | +0.6% |
| 30D | -0.4% | +6.0% | -6.3% | -1.2% |
| 3M | +5.6% | +27.3% | -21.8% | +2.0% |
| 6M | +29.0% | +104.6% | -75.7% | +16.4% |
| YTD | +10.9% | +72.3% | -61.4% | +1.6% |
| 1Y | +6.2% | +76.3% | -70.1% | -3.2% |
| 3Y | +47.6% | +325.6% | -278.0% | +9.4% |
| 5Y | +67.9% | +254.2% | -186.3% | +20.0% |
| All | +116.4% | +289.2% | -172.9% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling