+11.6%
ZETA vs MSTZ
-99.2%
+110.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.2% | -10.0% | -0.5% |
| 7D | -2.4% | -25.4% | +22.9% | -5.4% |
| 30D | +15.6% | -60.9% | +76.5% | +3.2% |
| 3M | +41.5% | -54.2% | +95.7% | +34.9% |
| 6M | +63.4% | -65.0% | +128.4% | +54.8% |
| YTD | +51.3% | -76.5% | +127.8% | +45.6% |
| 1Y | +65.8% | -23.4% | +89.2% | +106.5% |
| All | +11.6% | -99.2% | +110.8% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling