+499.0%
ZS vs MTSI
+890.5%
-391.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.8% | -13.9% | -6.5% |
| 7D | -16.9% | -10.0% | -6.9% | -14.5% |
| 30D | -7.4% | -37.2% | +29.8% | +6.1% |
| 3M | +21.6% | -30.1% | +51.6% | +31.9% |
| 6M | +42.4% | -31.9% | +74.3% | +50.3% |
| YTD | -12.1% | +23.2% | -35.3% | -28.7% |
| 1Y | -37.8% | +26.4% | -64.2% | -50.3% |
| 3Y | +20.9% | +186.2% | -165.2% | -34.9% |
| 5Y | -41.6% | +187.0% | -228.7% | -68.9% |
| All | +499.0% | +890.5% | -391.5% | +108.1% |
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