+98.0%
ZETA vs MTSI
+35.9%
+62.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -1.6% |
| 7D | +18.1% | +10.0% | +8.1% | +18.0% |
| 30D | +13.6% | -20.3% | +33.9% | +11.6% |
| 3M | +23.7% | -24.4% | +48.2% | +21.6% |
| 6M | +128.5% | -39.2% | +167.7% | +122.8% |
| YTD | +80.1% | +35.5% | +44.6% | +57.1% |
| 1Y | +98.0% | +43.0% | +55.0% | +67.7% |
| All | +98.0% | +35.9% | +62.1% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling