+61.7%
MTSI vs ZBH
+11.3%
+50.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +13.5% | -14.5% | +3.8% |
| 7D | -10.7% | +14.3% | -24.9% | -6.0% |
| 30D | -29.0% | +20.3% | -49.3% | -23.4% |
| 3M | -14.7% | +15.3% | -30.0% | -8.9% |
| 6M | -20.1% | +33.9% | -54.0% | -13.4% |
| YTD | +36.1% | +23.5% | +12.6% | +49.5% |
| 1Y | +61.7% | +7.9% | +53.9% | +76.3% |
| All | +61.7% | +11.3% | +50.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling