+168.4%
MSTR vs ZETA
+241.7%
-73.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.6% |
| 7D | +9.3% | -2.4% | +11.8% | +10.8% |
| 30D | +36.5% | +15.6% | +20.9% | +28.4% |
| 3M | +7.3% | +41.5% | -34.2% | -8.4% |
| 6M | +2.2% | +63.4% | -61.2% | -19.9% |
| YTD | -10.2% | +51.3% | -61.5% | -28.1% |
| 1Y | -58.6% | +65.8% | -124.4% | -68.7% |
| 3Y | +283.2% | +279.2% | +4.0% | +62.5% |
| 5Y | +113.8% | +341.8% | -228.0% | -22.1% |
| All | +168.4% | +241.7% | -73.3% | +8.1% |
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