-44.5%
ZS vs MTSI
+236.8%
-281.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -4.0% |
| 7D | -13.7% | +7.2% | -20.8% | -16.3% |
| 30D | -14.2% | -18.4% | +4.3% | -9.6% |
| 3M | +8.5% | -16.7% | +25.2% | +11.2% |
| 6M | +30.2% | -31.7% | +61.9% | +38.9% |
| YTD | -13.8% | +45.9% | -59.7% | -39.6% |
| 1Y | -41.5% | +47.0% | -88.5% | -59.4% |
| 3Y | +10.7% | +224.1% | -213.4% | -60.2% |
| All | -44.5% | +236.8% | -281.3% | -81.9% |
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