+9.4%
ZS vs MTSI
+196.3%
-186.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.8% |
| 7D | -13.4% | -3.8% | -9.6% | -13.0% |
| 30D | -16.6% | -31.4% | +14.8% | -12.5% |
| 3M | +10.3% | -23.8% | +34.1% | +13.5% |
| 6M | +28.1% | -37.1% | +65.2% | +34.5% |
| YTD | -13.3% | +32.2% | -45.6% | -27.6% |
| 1Y | -40.7% | +26.9% | -67.7% | -50.0% |
| All | +9.4% | +196.3% | -186.9% | -34.4% |
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 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