+1,208.8%
MTSI vs ZBRA
+787.1%
+421.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.7% |
| 7D | +1.4% | +1.8% | -0.4% | +0.5% |
| 30D | +2.1% | -1.7% | +3.8% | +2.9% |
| 3M | -29.7% | +47.8% | -77.5% | -43.8% |
| 6M | +12.5% | +56.7% | -44.2% | -13.5% |
| YTD | +57.0% | +49.4% | +7.6% | +21.7% |
| 1Y | +103.9% | +16.5% | +87.4% | +78.7% |
| 3Y | +223.6% | +31.5% | +192.1% | +158.9% |
| 5Y | +321.6% | -38.6% | +360.1% | +381.4% |
| 10Y | +517.7% | +421.0% | +96.8% | +169.8% |
| All | +1,208.8% | +787.1% | +421.6% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling