+67.8%
ZETA vs MSI
-0.7%
+68.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | +2.7% | -3.7% | +6.3% | +3.4% |
| 30D | +15.8% | +6.8% | +9.0% | +14.2% |
| 3M | +35.4% | +14.3% | +21.1% | +31.0% |
| 6M | +67.1% | -1.6% | +68.7% | +63.2% |
| YTD | +54.1% | +22.8% | +31.3% | +44.7% |
| 1Y | +67.8% | -1.1% | +68.9% | +89.0% |
| All | +67.8% | -0.7% | +68.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling