-31.1%
MOH vs ZYBT
-58.9%
+27.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.0% |
| 7D | +1.7% | -3.7% | +5.4% | +1.7% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | +5.7% | +72.2% | -66.5% | +4.0% |
| 6M | +39.1% | +103.1% | -64.0% | +36.9% |
| YTD | +17.7% | +34.8% | -17.1% | +16.2% |
| 1Y | +8.4% | -83.2% | +91.5% | +9.6% |
| All | -31.1% | -58.9% | +27.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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