+242.2%
ZETA vs MSI
+133.8%
+108.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | -0.1% | -4.0% | +3.9% | +2.8% |
| 30D | +10.5% | -0.5% | +10.9% | +10.7% |
| 3M | +44.3% | +11.4% | +32.9% | +31.5% |
| 6M | +59.4% | +1.0% | +58.5% | +55.8% |
| YTD | +49.5% | +20.7% | +28.8% | +24.2% |
| 1Y | +62.7% | -2.7% | +65.4% | +62.4% |
| 3Y | +274.6% | +68.2% | +206.4% | +124.9% |
| 5Y | +349.3% | +100.0% | +249.4% | +103.9% |
| All | +242.2% | +133.8% | +108.4% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling