+61.7%
MTSI vs ZBRA
+25.3%
+36.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -10.7% | -13.6% | +2.9% | -7.4% |
| 30D | -29.0% | -11.5% | -17.5% | -26.7% |
| 3M | -14.7% | -9.9% | -4.8% | -12.4% |
| 6M | -20.1% | +48.6% | -68.7% | -28.0% |
| YTD | +36.1% | +36.9% | -0.8% | +22.6% |
| 1Y | +61.7% | +27.7% | +34.1% | +52.6% |
| All | +61.7% | +25.3% | +36.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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