-61.5%
ZM vs MTSI
+236.8%
-298.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +10.3% | -2.4% | +5.2% |
| 7D | +6.8% | +7.2% | -0.4% | +4.2% |
| 30D | +0.1% | -18.4% | +18.6% | +4.4% |
| 3M | -7.5% | -16.7% | +9.2% | -5.5% |
| 6M | -8.4% | -31.7% | +23.3% | -3.5% |
| YTD | +13.7% | +45.9% | -32.2% | -11.4% |
| 1Y | +15.9% | +47.0% | -31.0% | -10.3% |
| 3Y | +58.0% | +224.1% | -166.0% | -28.4% |
| All | -61.5% | +236.8% | -298.3% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling