-2.6%
MOS vs Z
-17.4%
+14.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +5.5% | -13.1% | +18.5% | +8.0% |
| 30D | +21.0% | +5.9% | +15.1% | +19.1% |
| 3M | -0.5% | -13.7% | +13.2% | +1.4% |
| 6M | +6.6% | -27.1% | +33.7% | +11.6% |
| YTD | -2.8% | -56.8% | +54.0% | +11.7% |
| 1Y | -8.1% | -60.2% | +52.2% | +7.2% |
| 3Y | -25.6% | -19.7% | -5.9% | -27.9% |
| 5Y | -29.8% | -53.7% | +23.9% | -27.9% |
| All | -2.6% | -17.4% | +14.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling