+347.2%
ZETA vs MTSI
+320.9%
+26.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.5% | -5.6% |
| 7D | +2.7% | +1.4% | +1.3% | +1.9% |
| 30D | +15.8% | +2.1% | +13.7% | +12.1% |
| 3M | +35.4% | -29.7% | +65.2% | +52.5% |
| 6M | +67.1% | +12.5% | +54.6% | +36.0% |
| YTD | +54.1% | +57.0% | -3.0% | -1.7% |
| 1Y | +67.8% | +103.9% | -36.1% | -11.6% |
| 3Y | +311.4% | +223.6% | +87.8% | +44.6% |
| All | +347.2% | +320.9% | +26.3% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling