+1,002.1%
MTSI vs ZBRA
+686.0%
+316.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.7% |
| 7D | -3.8% | -2.5% | -1.4% | -2.2% |
| 30D | -31.4% | -17.0% | -14.4% | -24.5% |
| 3M | -23.8% | -15.0% | -8.8% | -17.2% |
| 6M | -37.1% | +42.2% | -79.3% | -49.3% |
| YTD | +32.2% | +32.4% | -0.1% | +8.9% |
| 1Y | +26.9% | +23.3% | +3.6% | +8.6% |
| 3Y | +193.7% | +55.9% | +137.9% | +115.5% |
| 5Y | +218.0% | -44.8% | +262.8% | +283.6% |
| 10Y | +477.8% | +371.4% | +106.4% | +166.4% |
| All | +1,002.1% | +686.0% | +316.1% | +312.9% |
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