+539.5%
MTSI vs ZBH
-18.8%
+558.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.8% |
| 7D | +4.9% | -5.2% | +10.1% | +7.2% |
| 30D | -11.6% | -2.4% | -9.2% | -11.0% |
| 3M | -24.1% | +8.3% | -32.3% | -28.1% |
| 6M | +32.4% | +0.7% | +31.8% | +28.9% |
| YTD | +60.4% | +5.3% | +55.1% | +52.0% |
| 1Y | +111.0% | -9.1% | +120.1% | +111.4% |
| 3Y | +246.1% | -19.7% | +265.8% | +255.7% |
| 5Y | +340.3% | -31.3% | +371.6% | +384.2% |
| 10Y | +539.5% | -18.9% | +558.5% | +503.8% |
| All | +539.5% | -18.8% | +558.3% | +503.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling