+18.8%
ZM vs MTSI
+35.9%
-17.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.4% |
| 7D | +11.0% | +10.0% | +1.0% | +10.6% |
| 30D | +5.6% | -20.3% | +26.0% | +5.4% |
| 3M | -9.1% | -24.4% | +15.3% | -9.3% |
| 6M | -2.6% | -39.2% | +36.6% | -3.3% |
| YTD | +15.7% | +35.5% | -19.8% | +13.5% |
| 1Y | +18.8% | +43.0% | -24.3% | +15.4% |
| All | +18.8% | +35.9% | -17.1% | +15.4% |
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