-34.4%
MOS vs Z
-53.4%
+19.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.7% | +0.3% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | +15.3% | +5.2% | +10.1% | +14.3% |
| 3M | +1.5% | -17.0% | +18.5% | +3.4% |
| 6M | -2.0% | -22.7% | +20.7% | +0.5% |
| YTD | -6.5% | -56.3% | +49.8% | +3.2% |
| 1Y | -11.1% | -57.7% | +46.6% | -1.5% |
| 3Y | -30.3% | -16.5% | -13.7% | -31.7% |
| All | -34.4% | -53.4% | +19.0% | -35.8% |
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