-11.1%
MOS vs Z
-58.2%
+47.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.7% | +0.6% |
| 7D | -2.0% | +0.8% | -2.8% | -2.0% |
| 30D | +15.3% | +5.2% | +10.1% | +15.4% |
| 3M | +1.5% | -17.0% | +18.5% | +1.3% |
| 6M | -2.0% | -22.7% | +20.7% | -2.1% |
| YTD | -6.5% | -56.3% | +49.8% | -6.2% |
| 1Y | -11.1% | -57.7% | +46.6% | -9.0% |
| All | -11.1% | -58.2% | +47.1% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling