+146.9%
MSTR vs ZETA
+259.8%
-112.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -4.6% |
| 7D | -4.0% | +6.2% | -10.2% | -6.5% |
| 30D | -18.6% | -2.0% | -16.6% | -17.6% |
| 3M | +25.6% | +21.7% | +3.9% | +15.6% |
| 6M | -33.1% | +89.1% | -122.2% | -50.5% |
| YTD | -17.3% | +59.3% | -76.7% | -35.2% |
| 1Y | -48.1% | +66.2% | -114.3% | -60.3% |
| 3Y | +154.2% | +297.3% | -143.1% | +7.1% |
| 5Y | +46.2% | +227.5% | -181.3% | -42.7% |
| All | +146.9% | +259.8% | -112.9% | -2.7% |
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 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