-47.4%
MSTR vs ZETA
+61.6%
-109.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -4.7% |
| 7D | -4.0% | +6.2% | -10.2% | -6.6% |
| 30D | -18.6% | -2.0% | -16.6% | -17.5% |
| 3M | +25.6% | +21.7% | +3.9% | +16.2% |
| 6M | -33.1% | +89.1% | -122.2% | -49.8% |
| YTD | -17.3% | +59.3% | -76.7% | -38.7% |
| All | -47.4% | +61.6% | -109.0% | -61.9% |
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