+126.6%
MSTR vs ZETA
+356.2%
-229.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.2% | -6.0% |
| 7D | -11.5% | +26.5% | -38.0% | -20.0% |
| 30D | -24.8% | +10.3% | -35.1% | -27.7% |
| 3M | +20.6% | +30.5% | -9.9% | +8.6% |
| 6M | -38.0% | +129.4% | -167.3% | -56.3% |
| YTD | -24.7% | +83.1% | -107.9% | -43.0% |
| 1Y | -49.1% | +82.1% | -131.1% | -61.4% |
| All | +126.6% | +356.2% | -229.6% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling