-31.0%
MSTR vs ZETA
+73.8%
-104.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -2.6% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -15.9% | -8.0% | -7.9% | -12.5% |
| 3M | +33.1% | +21.4% | +11.7% | +27.2% |
| 6M | -31.0% | +80.1% | -111.1% | -39.3% |
| All | -31.0% | +73.8% | -104.8% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling