-59.3%
ZTS vs MTSI
+247.2%
-306.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -0.6% |
| 7D | -7.4% | +7.2% | -14.6% | -7.9% |
| 30D | +9.9% | -18.4% | +28.3% | +11.0% |
| 3M | +10.3% | -16.7% | +27.0% | +10.8% |
| 6M | +9.2% | -31.7% | +40.9% | +11.0% |
| YTD | -32.9% | +45.9% | -78.8% | -40.3% |
| 1Y | -29.7% | +47.0% | -76.7% | -37.7% |
| 3Y | -49.0% | +224.1% | -273.0% | -64.0% |
| 5Y | -59.3% | +238.5% | -297.8% | -72.4% |
| All | -59.3% | +247.2% | -306.5% | -72.4% |
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