-49.5%
ZTS vs MTSI
+211.6%
-261.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.0% | -5.3% | +3.8% |
| 7D | -1.0% | +3.5% | -4.6% | -0.8% |
| 30D | +10.8% | -30.3% | +41.1% | +10.2% |
| 3M | +14.1% | -26.0% | +40.1% | +13.7% |
| 6M | +0.8% | -36.1% | +36.8% | +0.5% |
| YTD | -33.1% | +34.3% | -67.4% | -37.1% |
| 1Y | -30.0% | +35.3% | -65.3% | -34.4% |
| 3Y | -49.5% | +217.6% | -267.2% | -56.7% |
| All | -49.5% | +211.6% | -261.1% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling