+49.9%
MSTR vs ZETA
+232.9%
-183.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -2.7% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -15.9% | -8.0% | -7.9% | -12.1% |
| 3M | +33.1% | +21.4% | +11.7% | +22.3% |
| 6M | -31.0% | +80.1% | -111.1% | -48.7% |
| YTD | -15.1% | +52.5% | -67.6% | -33.1% |
| 1Y | -45.6% | +58.5% | -104.1% | -58.1% |
| 3Y | +180.5% | +281.7% | -101.2% | +8.9% |
| All | +49.9% | +232.9% | -183.0% | -51.4% |
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