-61.2%
ZTS vs MTSI
+183.3%
-244.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.8% | -14.1% | -4.0% |
| 7D | -0.4% | -10.0% | +9.6% | +0.2% |
| 30D | +11.7% | -37.2% | +48.9% | +14.9% |
| 3M | +3.5% | -30.1% | +33.5% | +5.1% |
| 6M | -27.6% | -31.9% | +4.3% | -27.5% |
| YTD | -35.5% | +23.2% | -58.6% | -41.9% |
| 1Y | -32.1% | +26.4% | -58.5% | -39.3% |
| 3Y | -49.1% | +186.2% | -235.2% | -64.1% |
| All | -61.2% | +183.3% | -244.5% | -73.4% |
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