+180.7%
MSTR vs ZETA
+247.9%
-67.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.4% |
| 7D | +12.2% | +2.7% | +9.5% | +11.2% |
| 30D | +45.2% | +15.8% | +29.4% | +36.3% |
| 3M | +10.4% | +35.4% | -25.0% | -3.9% |
| 6M | -2.5% | +67.1% | -69.6% | -24.4% |
| YTD | -6.0% | +54.1% | -60.1% | -25.4% |
| 1Y | -56.4% | +67.8% | -124.2% | -67.2% |
| 3Y | +306.3% | +311.4% | -5.1% | +65.3% |
| 5Y | +100.5% | +324.8% | -224.3% | -26.7% |
| All | +180.7% | +247.9% | -67.2% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling