+120.4%
MSTR vs ZETA
+329.5%
-209.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.4% |
| 7D | +12.2% | +2.7% | +9.5% | +11.1% |
| 30D | +45.2% | +15.8% | +29.4% | +36.0% |
| 3M | +10.4% | +35.4% | -25.0% | -4.3% |
| 6M | -2.5% | +67.1% | -69.6% | -24.9% |
| YTD | -6.0% | +54.1% | -60.1% | -25.9% |
| 1Y | -56.4% | +67.8% | -124.2% | -67.5% |
| 3Y | +306.3% | +311.4% | -5.1% | +57.8% |
| All | +120.4% | +329.5% | -209.1% | -26.6% |
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 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