+297.3%
ZETA vs MSI
+76.3%
+221.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.2% |
| 7D | +6.2% | +8.3% | -2.1% | +1.9% |
| 30D | -2.0% | +18.9% | -20.9% | -10.6% |
| 3M | +21.7% | +13.2% | +8.5% | +13.9% |
| 6M | +89.1% | +38.3% | +50.9% | +56.8% |
| YTD | +59.3% | +38.9% | +20.4% | +27.1% |
| 1Y | +66.2% | +36.7% | +29.5% | +34.4% |
| 3Y | +297.3% | +76.6% | +220.8% | +145.0% |
| All | +297.3% | +76.3% | +221.0% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling