-46.5%
MSTR vs ZETA
+81.4%
-127.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.7% |
| 7D | -13.4% | +18.1% | -31.5% | -20.2% |
| 30D | -22.1% | +13.6% | -35.6% | -26.4% |
| 3M | +15.0% | +23.7% | -8.8% | +4.8% |
| 6M | -37.3% | +128.5% | -165.8% | -56.9% |
| YTD | -26.5% | +80.1% | -106.6% | -49.0% |
| 1Y | -46.5% | +98.0% | -144.5% | -64.6% |
| All | -46.5% | +81.4% | -127.9% | -64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling