-9.6%
MOS vs Z
-64.8%
+55.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +9.5% | -3.0% | +12.5% | +9.9% |
| 30D | +10.4% | -4.2% | +14.6% | +10.8% |
| 3M | +12.9% | -3.7% | +16.6% | +12.9% |
| 6M | +1.2% | -24.5% | +25.8% | +4.2% |
| YTD | +9.3% | -49.3% | +58.6% | +17.9% |
| 1Y | -18.0% | -58.7% | +40.7% | -9.2% |
| 3Y | -29.0% | -34.1% | +5.1% | -28.0% |
| All | -9.6% | -64.8% | +55.2% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling