+483.2%
ZS vs MTSI
+989.5%
-506.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +1.4% |
| 7D | -2.6% | +10.0% | -12.6% | -6.0% |
| 30D | -12.8% | -20.3% | +7.5% | -7.8% |
| 3M | +2.3% | -24.4% | +26.7% | +8.0% |
| 6M | +26.3% | -39.2% | +65.4% | +39.0% |
| YTD | -14.4% | +35.5% | -49.9% | -33.0% |
| 1Y | -37.6% | +43.0% | -80.7% | -52.3% |
| 3Y | +8.0% | +196.3% | -188.2% | -42.4% |
| 5Y | -44.9% | +210.0% | -254.9% | -71.5% |
| All | +483.2% | +989.5% | -506.2% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling