-22.3%
MOH vs ZBRA
-40.4%
+18.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.1% | +1.9% |
| 7D | +1.7% | -3.4% | +5.1% | +1.9% |
| 30D | -0.9% | -7.4% | +6.5% | -0.5% |
| 3M | +5.7% | +57.5% | -51.8% | +2.7% |
| 6M | +39.1% | +64.0% | -24.9% | +34.6% |
| YTD | +17.7% | +44.3% | -26.6% | +14.4% |
| 1Y | +8.4% | +10.9% | -2.5% | +7.1% |
| 3Y | -36.6% | +37.5% | -74.1% | -39.4% |
| All | -22.3% | -40.4% | +18.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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