+249.0%
ZETA vs MSCI
+45.7%
+203.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +6.9% |
| 7D | -0.4% | +2.8% | -3.3% | -2.5% |
| 30D | -8.0% | +15.4% | -23.5% | -17.1% |
| 3M | +21.4% | +13.4% | +8.0% | +10.5% |
| 6M | +80.1% | +10.9% | +69.2% | +65.9% |
| YTD | +52.5% | +13.0% | +39.5% | +38.3% |
| 1Y | +58.5% | +12.0% | +46.4% | +44.5% |
| 3Y | +281.7% | +34.1% | +247.6% | +189.4% |
| 5Y | +237.3% | +3.9% | +233.4% | +178.0% |
| All | +249.0% | +45.7% | +203.3% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling