+129.4%
ZETA vs MSCI
+11.7%
+117.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | +26.5% | -0.7% | +27.1% | +27.0% |
| 30D | +10.3% | +16.2% | -5.9% | -0.2% |
| 3M | +30.5% | +16.1% | +14.4% | +18.2% |
| 6M | +129.4% | +12.9% | +116.4% | +98.8% |
| All | +129.4% | +11.7% | +117.6% | +98.8% |
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