+40.4%
MSTR vs ZETA
+281.0%
-240.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.7% |
| 7D | -13.4% | +18.1% | -31.5% | -20.3% |
| 30D | -22.1% | +13.6% | -35.6% | -26.6% |
| 3M | +15.0% | +23.7% | -8.8% | +4.2% |
| 6M | -37.3% | +128.5% | -165.8% | -58.5% |
| YTD | -26.5% | +80.1% | -106.6% | -46.7% |
| 1Y | -46.5% | +98.0% | -144.5% | -63.0% |
| 3Y | +121.1% | +348.6% | -227.5% | -20.8% |
| All | +40.4% | +281.0% | -240.6% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling