+67.1%
ZETA vs MSCI
+1.9%
+65.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | +15.8% | +0.6% | +15.3% | +15.3% |
| 3M | +35.4% | -7.1% | +42.5% | +41.6% |
| 6M | +67.1% | +0.8% | +66.3% | +59.1% |
| All | +67.1% | +1.9% | +65.2% | +59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling