+61.7%
MTSI vs ZCMD
-99.9%
+161.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.9% |
| 7D | -10.7% | -13.3% | +2.7% | -10.4% |
| 30D | -29.0% | -49.6% | +20.6% | -28.0% |
| 3M | -14.7% | -54.6% | +39.9% | -13.6% |
| 6M | -20.1% | -99.8% | +79.7% | -11.4% |
| YTD | +36.1% | -99.9% | +136.0% | +49.0% |
| 1Y | +61.7% | -99.9% | +161.7% | +74.0% |
| All | +61.7% | -99.9% | +161.7% | +74.0% |
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