+62.7%
ZETA vs MSI
-2.5%
+65.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.1% | -4.0% | +3.9% | +0.7% |
| 30D | +10.5% | -0.5% | +10.9% | +10.6% |
| 3M | +44.3% | +11.4% | +32.9% | +40.4% |
| 6M | +59.4% | +1.0% | +58.5% | +56.1% |
| YTD | +49.5% | +20.7% | +28.8% | +40.9% |
| 1Y | +62.7% | -2.7% | +65.4% | +82.7% |
| All | +62.7% | -2.5% | +65.2% | +82.7% |
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