+111.0%
MTSI vs ZBH
-9.7%
+120.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +1.3% |
| 7D | +4.9% | -5.2% | +10.1% | +3.6% |
| 30D | -11.6% | -2.4% | -9.2% | -12.0% |
| 3M | -24.1% | +8.3% | -32.3% | -23.4% |
| 6M | +32.4% | +0.7% | +31.8% | +33.4% |
| YTD | +60.4% | +5.3% | +55.1% | +63.6% |
| 1Y | +111.0% | -9.1% | +120.1% | +109.3% |
| All | +111.0% | -9.7% | +120.6% | +109.3% |
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