+246.3%
ZETA vs MKSI
+53.8%
+192.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.5% |
| 7D | -2.4% | +7.7% | -10.2% | -5.3% |
| 30D | +15.6% | -12.9% | +28.4% | +20.7% |
| 3M | +41.5% | -14.8% | +56.3% | +41.9% |
| 6M | +63.4% | +26.6% | +36.8% | +34.6% |
| YTD | +51.3% | +66.6% | -15.3% | +7.8% |
| 1Y | +65.8% | +144.6% | -78.7% | -2.2% |
| 3Y | +279.2% | +193.1% | +86.0% | +82.6% |
| 5Y | +341.8% | +88.6% | +253.2% | +188.4% |
| All | +246.3% | +53.8% | +192.6% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling