+319.2%
ZETA vs MSCI
+48.1%
+271.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.2% |
| 7D | +26.5% | -0.7% | +27.1% | +27.1% |
| 30D | +10.3% | +16.2% | -5.9% | -0.9% |
| 3M | +30.5% | +16.1% | +14.4% | +17.1% |
| 6M | +129.4% | +12.9% | +116.4% | +108.9% |
| YTD | +83.1% | +14.8% | +68.3% | +64.4% |
| 1Y | +82.1% | +13.8% | +68.3% | +64.5% |
| 3Y | +352.3% | +31.2% | +321.1% | +250.3% |
| 5Y | +293.1% | +5.6% | +287.6% | +220.8% |
| All | +319.2% | +48.1% | +271.1% | +169.7% |
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