+10.8%
ZETA vs MSTZ
-99.1%
+109.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +1.5% |
| 7D | -6.5% | +24.8% | -31.3% | -3.0% |
| 30D | +4.8% | -59.2% | +64.1% | -5.7% |
| 3M | +53.3% | -56.9% | +110.2% | +44.3% |
| 6M | +66.8% | -57.6% | +124.4% | +63.0% |
| YTD | +50.2% | -73.6% | +123.8% | +47.3% |
| 1Y | +62.0% | -15.6% | +77.6% | +105.0% |
| All | +10.8% | -99.1% | +109.9% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling