+9.6%
ZM vs MTSI
+59.5%
-50.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -8.4% | -10.7% | +2.3% | -8.4% |
| 30D | -1.9% | -29.0% | +27.1% | -2.3% |
| 3M | -10.1% | -14.7% | +4.6% | -9.9% |
| 6M | -13.9% | -20.1% | +6.2% | -14.6% |
| YTD | +6.4% | +36.1% | -29.7% | +6.6% |
| 1Y | +9.6% | +61.7% | -52.2% | +10.2% |
| All | +9.6% | +59.5% | -50.0% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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