+928.1%
MTSI vs ZCMD
-100.0%
+1,028.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.2% |
| 7D | +4.9% | -1.4% | +6.3% | +4.9% |
| 30D | -11.6% | -21.6% | +10.0% | -11.3% |
| 3M | -24.1% | -67.4% | +43.3% | -24.9% |
| 6M | +32.4% | -99.4% | +131.9% | +39.3% |
| YTD | +60.4% | -99.7% | +160.2% | +70.7% |
| 1Y | +111.0% | -99.9% | +210.9% | +127.3% |
| 3Y | +246.1% | -100.0% | +346.1% | +305.6% |
| 5Y | +340.3% | -100.0% | +440.3% | +415.1% |
| All | +928.1% | -100.0% | +1,028.1% | +1,448.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling