+174.6%
ZTS vs MTSI
+1,484.9%
-1,310.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.1% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | +1.9% | +2.1% | -0.2% | +1.1% |
| 3M | -4.0% | -29.7% | +25.7% | -0.7% |
| 6M | -39.1% | +12.5% | -51.7% | -41.9% |
| YTD | -38.8% | +57.0% | -95.8% | -44.7% |
| 1Y | -49.6% | +103.9% | -153.5% | -56.4% |
| 3Y | -59.0% | +223.6% | -282.5% | -68.0% |
| 5Y | -61.8% | +321.6% | -383.3% | -71.9% |
| 10Y | +61.4% | +517.7% | -456.3% | -0.1% |
| All | +174.6% | +1,484.9% | -1,310.2% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling