+252.6%
ZETA vs MSI
+137.9%
+114.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.4% |
| 7D | +2.7% | -3.7% | +6.3% | +5.5% |
| 30D | +15.8% | +6.8% | +9.0% | +9.3% |
| 3M | +35.4% | +14.3% | +21.1% | +21.0% |
| 6M | +67.1% | -1.6% | +68.7% | +66.8% |
| YTD | +54.1% | +22.8% | +31.3% | +26.4% |
| 1Y | +67.8% | -1.1% | +68.9% | +65.6% |
| 3Y | +311.4% | +70.5% | +240.9% | +144.7% |
| 5Y | +324.8% | +102.8% | +222.0% | +90.7% |
| All | +252.6% | +137.9% | +114.7% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling