+202.4%
ZETA vs MTSI
+183.3%
+19.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.8% | -5.5% | +0.9% |
| 7D | -0.4% | -10.0% | +9.5% | +3.2% |
| 30D | -8.0% | -37.2% | +29.2% | +9.2% |
| 3M | +21.4% | -30.1% | +51.5% | +34.5% |
| 6M | +80.1% | -31.9% | +112.0% | +86.3% |
| YTD | +52.5% | +23.2% | +29.3% | +3.9% |
| 1Y | +58.5% | +26.4% | +32.1% | +5.9% |
| 3Y | +281.7% | +186.2% | +95.5% | +31.3% |
| All | +202.4% | +183.3% | +19.1% | -9.9% |
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