+101.1%
MTSI vs ZYBT
-57.8%
+159.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -4.8% |
| 7D | +4.8% | -2.5% | +7.3% | +4.8% |
| 30D | -9.2% | -1.2% | -7.9% | -9.2% |
| 3M | -23.1% | +76.7% | -99.8% | -23.9% |
| 6M | +23.5% | +103.6% | -80.1% | +20.7% |
| YTD | +59.1% | +38.3% | +20.8% | +56.9% |
| 1Y | +106.9% | -84.7% | +191.6% | +116.3% |
| All | +101.1% | -57.8% | +159.0% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling