+45.4%
ZETA vs MSTZ
-18.6%
+64.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.5% | -1.8% |
| 7D | -3.7% | +17.0% | -20.8% | -1.3% |
| 30D | +5.7% | -61.8% | +67.5% | -5.3% |
| 3M | +50.4% | -54.6% | +105.0% | +43.2% |
| 6M | +65.5% | -59.3% | +124.7% | +59.5% |
| YTD | +48.3% | -74.6% | +122.9% | +42.7% |
| 1Y | +45.4% | -18.8% | +64.2% | +93.8% |
| All | +45.4% | -18.6% | +64.0% | +93.8% |
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