+760.5%
MTSI vs ZCMD
-100.0%
+860.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.6% | +6.5% | +9.0% |
| 7D | +3.5% | +9.1% | -5.5% | +3.3% |
| 30D | -30.3% | -37.1% | +6.8% | -29.7% |
| 3M | -26.0% | -53.7% | +27.7% | -25.0% |
| 6M | -36.1% | -99.7% | +63.6% | -32.0% |
| YTD | +34.3% | -99.9% | +134.1% | +44.2% |
| 1Y | +35.3% | -99.9% | +135.2% | +46.3% |
| 3Y | +217.6% | -100.0% | +317.6% | +272.4% |
| 5Y | +210.1% | -100.0% | +310.1% | +274.0% |
| All | +760.5% | -100.0% | +860.5% | +1,208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling