+103.9%
MTSI vs ZCMD
-99.9%
+203.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.2% | +3.5% |
| 7D | +1.4% | -8.0% | +9.4% | +1.5% |
| 30D | +2.1% | -27.9% | +30.0% | +2.5% |
| 3M | -29.7% | -74.6% | +44.9% | -29.1% |
| 6M | +12.5% | -99.5% | +112.0% | +20.0% |
| YTD | +57.0% | -99.7% | +156.8% | +65.4% |
| 1Y | +103.9% | -99.9% | +203.8% | +112.4% |
| All | +103.9% | -99.9% | +203.8% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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