+325.6%
ZETA vs MTSI
+210.0%
+115.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.5% | +9.7% | +8.6% |
| 7D | +13.2% | -3.8% | +17.1% | +13.9% |
| 30D | +6.0% | -31.4% | +37.4% | +15.3% |
| 3M | +27.3% | -23.8% | +51.1% | +33.2% |
| 6M | +104.6% | -37.1% | +141.7% | +118.9% |
| YTD | +72.3% | +32.2% | +40.1% | +23.3% |
| 1Y | +76.3% | +26.9% | +49.4% | +29.0% |
| 3Y | +325.6% | +193.7% | +131.9% | +85.2% |
| All | +325.6% | +210.0% | +115.6% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling