+111.2%
MTSI vs ZYBT
-58.4%
+169.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.8% | +4.1% |
| 7D | +11.1% | -3.7% | +14.8% | +11.1% |
| 30D | -3.7% | -12.8% | +9.1% | -3.7% |
| 3M | -20.2% | +76.2% | -96.4% | -21.1% |
| 6M | +30.8% | +109.3% | -78.5% | +27.7% |
| YTD | +67.0% | +36.5% | +30.5% | +64.8% |
| 1Y | +120.4% | -84.0% | +204.5% | +130.1% |
| All | +111.2% | -58.4% | +169.6% | +102.1% |
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