+43.0%
MTSI vs ZBH
+16.6%
+26.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -6.0% |
| 7D | +10.0% | -2.3% | +12.2% | +9.1% |
| 30D | -20.3% | +12.5% | -32.8% | -15.6% |
| 3M | -24.4% | +3.9% | -28.4% | -21.4% |
| 6M | -39.2% | +25.4% | -64.6% | -35.6% |
| YTD | +35.5% | +15.7% | +19.8% | +48.0% |
| 1Y | +43.0% | +15.2% | +27.9% | +56.1% |
| All | +43.0% | +16.6% | +26.5% | +56.1% |
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