+7.6%
MOS vs ZBH
+13.5%
-5.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +21.6% | +11.7% | +9.9% | +15.2% |
| 30D | +12.0% | +19.3% | -7.4% | +2.2% |
| 3M | -3.9% | +8.9% | -12.8% | -8.4% |
| 6M | -3.3% | +28.2% | -31.5% | -16.0% |
| YTD | -4.6% | +18.4% | -23.0% | -14.5% |
| 1Y | -7.0% | +20.6% | -27.6% | -17.5% |
| 3Y | -24.4% | -0.6% | -23.8% | -28.1% |
| 5Y | -32.1% | -19.7% | -12.4% | -28.7% |
| All | +7.6% | +13.5% | -5.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling