-24.4%
MOS vs ZBH
+0.1%
-24.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +21.6% | +11.7% | +9.9% | +17.7% |
| 30D | +12.0% | +19.3% | -7.4% | +6.3% |
| 3M | -3.9% | +8.9% | -12.8% | -6.7% |
| 6M | -3.3% | +28.2% | -31.5% | -10.6% |
| YTD | -4.6% | +18.4% | -23.0% | -10.2% |
| 1Y | -7.0% | +20.6% | -27.6% | -13.0% |
| 3Y | -24.4% | -0.6% | -23.8% | -26.3% |
| All | -24.4% | +0.1% | -24.5% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling