+61.7%
MTSI vs ZYBT
-42.3%
+104.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | -10.7% | -3.5% | -7.1% | -10.6% |
| 30D | -29.0% | +15.1% | -44.1% | -29.0% |
| 3M | -14.7% | +7.0% | -21.7% | -14.7% |
| 6M | -20.1% | +37.7% | -57.8% | -19.7% |
| YTD | +36.1% | +19.1% | +17.0% | +38.2% |
| 1Y | +61.7% | -38.3% | +100.0% | +72.8% |
| All | +61.7% | -42.3% | +104.1% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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