+227.5%
ZETA vs MSI
+123.5%
+103.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +2.6% |
| 7D | +6.2% | +8.3% | -2.1% | 0.0% |
| 30D | -2.0% | +18.9% | -20.9% | -13.9% |
| 3M | +21.7% | +13.2% | +8.5% | +10.6% |
| 6M | +89.1% | +38.3% | +50.9% | +46.0% |
| YTD | +59.3% | +38.9% | +20.4% | +18.5% |
| 1Y | +66.2% | +36.7% | +29.5% | +25.4% |
| 3Y | +297.3% | +76.6% | +220.8% | +130.4% |
| 5Y | +227.5% | +124.5% | +103.0% | +26.9% |
| All | +227.5% | +123.5% | +103.9% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling