-29.8%
ZTS vs MTSI
+28.6%
-58.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | 0.0% |
| 7D | -0.6% | -3.8% | +3.2% | -1.0% |
| 30D | +11.0% | -31.4% | +42.4% | +5.8% |
| 3M | +10.9% | -23.8% | +34.7% | +8.1% |
| 6M | +0.9% | -37.1% | +38.0% | -3.6% |
| YTD | -33.0% | +32.2% | -65.2% | -32.4% |
| All | -29.8% | +28.6% | -58.4% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling