+1,002.1%
MTSI vs ZBH
+99.3%
+902.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -3.8% | +10.6% | -14.4% | -7.9% |
| 30D | -31.4% | +20.4% | -51.8% | -37.1% |
| 3M | -23.8% | +10.0% | -33.8% | -27.9% |
| 6M | -37.1% | +31.0% | -68.1% | -46.2% |
| YTD | +32.2% | +20.3% | +11.9% | +16.7% |
| 1Y | +26.9% | +22.2% | +4.7% | +10.9% |
| 3Y | +193.7% | +4.7% | +189.0% | +161.3% |
| 5Y | +218.0% | -13.7% | +231.7% | +209.9% |
| 10Y | +477.8% | +19.3% | +458.5% | +358.2% |
| All | +1,002.1% | +99.3% | +902.7% | +549.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling