+71.3%
MTSI vs ZYBT
-60.2%
+131.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | -20.3% | -2.0% | -18.4% | -20.3% |
| 3M | -24.4% | -2.0% | -22.5% | -24.4% |
| 6M | -39.2% | +56.4% | -95.6% | -39.7% |
| YTD | +35.5% | +30.4% | +5.1% | +33.6% |
| 1Y | +43.0% | -30.2% | +73.3% | +43.5% |
| All | +71.3% | -60.2% | +131.5% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling