+9.3%
ZM vs MTSI
+30.7%
-21.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.8% |
| 7D | -1.0% | -3.8% | +2.8% | -1.0% |
| 30D | -7.0% | -31.4% | +24.4% | -7.3% |
| 3M | -15.2% | -23.8% | +8.6% | -15.1% |
| 6M | -16.8% | -37.1% | +20.3% | -17.4% |
| YTD | +5.4% | +32.2% | -26.9% | +4.0% |
| 1Y | +9.3% | +26.9% | -17.6% | +8.6% |
| All | +9.3% | +30.7% | -21.4% | +8.6% |
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