+17.5%
ZETA vs MSTU
-90.1%
+107.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.1% | +9.6% | +5.3% |
| 7D | +6.2% | -9.3% | +15.5% | +7.6% |
| 30D | -2.0% | -38.3% | +36.3% | +4.7% |
| 3M | +21.7% | +24.0% | -2.3% | +11.4% |
| 6M | +89.1% | -72.1% | +161.2% | +111.4% |
| YTD | +59.3% | -70.2% | +129.5% | +63.4% |
| 1Y | +66.2% | -89.6% | +155.8% | +102.2% |
| All | +17.5% | -90.1% | +107.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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