+45.0%
ZM vs MTSI
+1,179.4%
-1,134.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.6% | -1.3% |
| 7D | -5.9% | -10.0% | +4.1% | -4.1% |
| 30D | -5.2% | -37.2% | +32.0% | +4.4% |
| 3M | -11.3% | -30.1% | +18.8% | -5.8% |
| 6M | -14.5% | -31.9% | +17.4% | -11.1% |
| YTD | +4.2% | +23.2% | -19.0% | -9.7% |
| 1Y | +9.3% | +26.4% | -17.1% | -6.4% |
| 3Y | +45.4% | +186.2% | -140.8% | -9.0% |
| 5Y | -66.0% | +187.0% | -253.1% | -79.4% |
| All | +45.0% | +1,179.4% | -1,134.5% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling