+36.8%
ZETA vs MSTZ
-99.3%
+136.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.8% | +7.3% |
| 7D | +18.8% | +31.0% | -12.3% | +24.4% |
| 30D | +12.6% | +34.0% | -21.3% | +20.3% |
| 3M | +29.5% | -67.7% | +97.2% | +16.5% |
| 6M | +128.6% | -14.9% | +143.5% | +154.0% |
| YTD | +85.5% | -79.1% | +164.5% | +82.1% |
| 1Y | +90.6% | -58.9% | +149.6% | +115.6% |
| All | +36.8% | -99.3% | +136.1% | +47.4% |
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