+294.5%
ZETA vs MTSI
+275.7%
+18.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.5% | +9.7% | +8.8% |
| 7D | +13.2% | -3.8% | +17.1% | +14.2% |
| 30D | +6.0% | -31.4% | +37.4% | +21.4% |
| 3M | +27.3% | -23.8% | +51.1% | +36.2% |
| 6M | +104.6% | -37.1% | +141.7% | +125.1% |
| YTD | +72.3% | +32.2% | +40.1% | +14.2% |
| 1Y | +76.3% | +26.9% | +49.4% | +19.9% |
| 3Y | +325.6% | +193.7% | +131.9% | +49.5% |
| 5Y | +254.2% | +218.0% | +36.2% | +3.8% |
| All | +294.5% | +275.7% | +18.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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