+67.1%
ZETA vs MSTU
-37.9%
+105.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.6% |
| 7D | +2.7% | +21.3% | -18.7% | -0.6% |
| 30D | +15.8% | +90.8% | -75.0% | +4.5% |
| 3M | +35.4% | -6.8% | +42.2% | +30.4% |
| 6M | +67.1% | -39.8% | +106.9% | +57.6% |
| All | +67.1% | -37.9% | +105.0% | +57.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling