+414.5%
ZS vs MTSI
+1,162.7%
-748.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.7% |
| 7D | -7.8% | +1.4% | -9.2% | -8.3% |
| 30D | +5.0% | +2.1% | +3.0% | +3.0% |
| 3M | +25.5% | -29.7% | +55.3% | +37.4% |
| 6M | +8.7% | +12.5% | -3.8% | -2.7% |
| YTD | -24.5% | +57.0% | -81.5% | -41.7% |
| 1Y | -36.7% | +103.9% | -140.6% | -56.7% |
| 3Y | +7.2% | +223.6% | -216.4% | -42.3% |
| 5Y | -40.9% | +321.6% | -362.5% | -71.4% |
| All | +414.5% | +1,162.7% | -748.1% | +70.1% |
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