+1,115.9%
MTSI vs ZBRA
+700.8%
+415.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.9% | +8.4% | +9.4% |
| 7D | +7.2% | -1.5% | +8.7% | +8.5% |
| 30D | -18.4% | -15.6% | -2.8% | -10.9% |
| 3M | -16.7% | -14.5% | -2.2% | -9.8% |
| 6M | -31.7% | +50.9% | -82.6% | -46.5% |
| YTD | +45.9% | +34.8% | +11.0% | +19.1% |
| 1Y | +47.0% | +28.3% | +18.7% | +23.2% |
| 3Y | +224.1% | +58.8% | +165.3% | +135.7% |
| 5Y | +238.5% | -44.0% | +282.6% | +305.9% |
| 10Y | +512.7% | +389.6% | +123.1% | +178.3% |
| All | +1,115.9% | +700.8% | +415.1% | +351.5% |
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