-40.0%
ZS vs MTSI
+320.9%
-360.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.8% |
| 7D | -7.8% | +1.4% | -9.2% | -8.4% |
| 30D | +5.0% | +2.1% | +3.0% | +2.7% |
| 3M | +25.5% | -29.7% | +55.3% | +39.3% |
| 6M | +8.7% | +12.5% | -3.8% | -6.1% |
| YTD | -24.5% | +57.0% | -81.5% | -46.6% |
| 1Y | -36.7% | +103.9% | -140.6% | -62.2% |
| 3Y | +7.2% | +223.6% | -216.4% | -58.6% |
| All | -40.0% | +320.9% | -360.9% | -81.5% |
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