+320.4%
MTSI vs ZBH
-27.9%
+348.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.6% |
| 7D | +1.4% | -2.8% | +4.2% | +1.8% |
| 30D | +2.1% | -0.1% | +2.2% | +2.0% |
| 3M | -29.7% | +13.4% | -43.2% | -32.0% |
| 6M | +12.5% | +3.0% | +9.6% | +11.2% |
| YTD | +57.0% | +9.7% | +47.4% | +52.5% |
| 1Y | +103.9% | -5.4% | +109.3% | +104.3% |
| 3Y | +223.6% | -15.6% | +239.1% | +232.6% |
| All | +320.4% | -27.9% | +348.3% | +324.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling