+231.5%
ZETA vs MTSI
+215.7%
+15.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -18.4% | +11.1% | +0.3% |
| 7D | -10.0% | -24.6% | +14.6% | +0.4% |
| 30D | -10.6% | -45.7% | +35.2% | +13.0% |
| 3M | +8.9% | -27.7% | +36.6% | +17.2% |
| 6M | +65.1% | -37.3% | +102.4% | +76.3% |
| YTD | +44.8% | +11.1% | +33.7% | +3.3% |
| 1Y | +47.8% | +27.2% | +20.6% | -4.5% |
| 3Y | +248.8% | +153.7% | +95.1% | +29.0% |
| 5Y | +220.3% | +159.0% | +61.3% | +2.7% |
| All | +231.5% | +215.7% | +15.8% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling