+246.3%
ZETA vs MSCI
+25.3%
+221.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | +0.9% |
| 7D | -2.4% | -2.1% | -0.4% | -0.9% |
| 30D | +15.6% | -1.7% | +17.3% | +16.9% |
| 3M | +41.5% | -8.2% | +49.7% | +48.9% |
| 6M | +63.4% | -2.4% | +65.9% | +65.7% |
| YTD | +51.3% | -2.8% | +54.1% | +53.2% |
| 1Y | +65.8% | -2.7% | +68.5% | +66.3% |
| 3Y | +279.2% | +7.3% | +271.9% | +240.6% |
| 5Y | +341.8% | -11.4% | +353.2% | +295.8% |
| All | +246.3% | +25.3% | +221.0% | +151.3% |
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