-32.8%
MOS vs Z
-55.4%
+22.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.5% |
| 7D | +21.6% | -4.6% | +26.1% | +22.3% |
| 30D | +12.0% | +8.3% | +3.6% | +10.5% |
| 3M | -3.9% | -11.6% | +7.7% | -2.9% |
| 6M | -3.3% | -33.6% | +30.3% | +1.3% |
| YTD | -4.6% | -56.7% | +52.0% | +5.4% |
| 1Y | -7.0% | -59.1% | +52.2% | +3.7% |
| 3Y | -24.4% | -20.4% | -4.1% | -25.6% |
| All | -32.8% | -55.4% | +22.6% | -33.3% |
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