+264.7%
ZETA vs MSCI
+46.9%
+217.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.6% | +3.9% |
| 7D | +6.2% | +1.5% | +4.8% | +5.1% |
| 30D | -2.0% | +14.4% | -16.4% | -11.1% |
| 3M | +21.7% | +15.2% | +6.5% | +9.6% |
| 6M | +89.1% | +11.2% | +77.9% | +74.0% |
| YTD | +59.3% | +13.9% | +45.4% | +43.6% |
| 1Y | +66.2% | +12.5% | +53.7% | +51.1% |
| 3Y | +297.3% | +32.3% | +265.0% | +205.1% |
| 5Y | +227.5% | +4.9% | +222.6% | +168.3% |
| All | +264.7% | +46.9% | +217.7% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling