-24.5%
MOS vs Z
-19.1%
-5.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.6% | +13.9% | +4.7% |
| 7D | +22.5% | -2.3% | +24.7% | +22.8% |
| 30D | +6.6% | +9.4% | -2.7% | +5.2% |
| 3M | -3.8% | -16.1% | +12.3% | -2.3% |
| 6M | -2.2% | -30.4% | +28.2% | +1.8% |
| YTD | -4.8% | -55.6% | +50.8% | +5.5% |
| 1Y | -11.7% | -58.5% | +46.8% | -1.0% |
| All | -24.5% | -19.1% | -5.5% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling