+199.5%
ZTS vs MTSI
+1,021.7%
-822.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -18.4% | +10.4% | -5.8% |
| 7D | +4.9% | -24.6% | +29.5% | +8.3% |
| 30D | +15.9% | -45.7% | +61.6% | +23.8% |
| 3M | +11.1% | -27.7% | +38.9% | +13.6% |
| 6M | -26.0% | -37.3% | +11.3% | -24.3% |
| YTD | -33.3% | +11.1% | -44.4% | -37.8% |
| 1Y | -30.3% | +27.2% | -57.5% | -36.6% |
| 3Y | -47.0% | +153.7% | -200.7% | -58.1% |
| 5Y | -59.7% | +159.0% | -218.7% | -68.8% |
| 10Y | +80.3% | +405.6% | -325.2% | +12.3% |
| All | +199.5% | +1,021.7% | -822.2% | +81.0% |
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