+294.9%
ZETA vs MTSI
+206.4%
+88.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +0.6% |
| 7D | +18.1% | +10.0% | +8.1% | +13.4% |
| 30D | +13.6% | -20.3% | +33.9% | +22.3% |
| 3M | +23.7% | -24.4% | +48.2% | +33.0% |
| 6M | +128.5% | -39.2% | +167.7% | +157.6% |
| YTD | +80.1% | +35.5% | +44.6% | +17.6% |
| 1Y | +98.0% | +43.0% | +55.0% | +24.4% |
| 3Y | +348.6% | +196.3% | +152.3% | +54.4% |
| All | +294.9% | +206.4% | +88.5% | +15.0% |
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