+38.3%
ZM vs MTSI
+224.7%
-186.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.2% | +2.9% |
| 7D | +2.9% | +1.4% | +1.6% | +2.8% |
| 30D | +0.7% | +2.1% | -1.4% | +0.1% |
| 3M | -3.7% | -29.7% | +26.0% | -0.6% |
| 6M | +29.9% | +12.5% | +17.3% | +23.9% |
| YTD | +17.4% | +57.0% | -39.6% | +5.1% |
| 1Y | +22.4% | +103.9% | -81.5% | +3.3% |
| All | +38.3% | +224.7% | -186.4% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling