+67.8%
ZETA vs MSTZ
-29.5%
+97.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -3.7% |
| 7D | +2.7% | -29.7% | +32.4% | -1.2% |
| 30D | +15.8% | -65.3% | +81.1% | +2.1% |
| 3M | +35.4% | -57.3% | +92.8% | +28.4% |
| 6M | +67.1% | -61.6% | +128.7% | +60.0% |
| YTD | +54.1% | -78.3% | +132.3% | +44.7% |
| 1Y | +67.8% | -30.2% | +98.1% | +119.8% |
| All | +67.8% | -29.5% | +97.3% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling