+926.7%
MTSI vs ZBH
+96.1%
+830.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.2% | +12.0% | +11.3% |
| 7D | -10.0% | +11.7% | -21.7% | -14.3% |
| 30D | -37.2% | +19.3% | -56.5% | -42.3% |
| 3M | -30.1% | +8.9% | -39.0% | -33.7% |
| 6M | -31.9% | +28.2% | -60.1% | -41.2% |
| YTD | +23.2% | +18.4% | +4.8% | +9.4% |
| 1Y | +26.4% | +20.6% | +5.8% | +11.0% |
| 3Y | +186.2% | -0.6% | +186.8% | +161.4% |
| 5Y | +187.0% | -19.7% | +206.8% | +190.6% |
| 10Y | +460.4% | +14.7% | +445.7% | +351.8% |
| All | +926.7% | +96.1% | +830.5% | +508.7% |
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