-61.4%
ZTS vs MTSI
+320.9%
-382.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.9% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | +1.9% | +2.1% | -0.2% | +1.2% |
| 3M | -4.0% | -29.7% | +25.7% | -1.3% |
| 6M | -39.1% | +12.5% | -51.7% | -42.3% |
| YTD | -38.8% | +57.0% | -95.8% | -45.5% |
| 1Y | -49.6% | +103.9% | -153.5% | -57.5% |
| 3Y | -59.0% | +223.6% | -282.5% | -70.5% |
| All | -61.4% | +320.9% | -382.3% | -75.1% |
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 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