+344.5%
ZETA vs MKSI
+84.1%
+260.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -2.0% |
| 7D | -3.7% | +2.7% | -6.4% | -4.7% |
| 30D | +5.7% | -12.8% | +18.5% | +10.5% |
| 3M | +50.4% | -22.5% | +73.0% | +57.5% |
| 6M | +65.5% | +19.4% | +46.1% | +39.8% |
| YTD | +48.3% | +67.7% | -19.4% | +5.0% |
| 1Y | +45.4% | +131.4% | -86.0% | -12.6% |
| 3Y | +270.8% | +197.3% | +73.4% | +75.3% |
| All | +344.5% | +84.1% | +260.4% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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