+224.3%
MOS vs ZBH
+287.8%
-63.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +9.5% | -2.8% | +12.3% | +11.1% |
| 30D | +10.4% | -0.1% | +10.5% | +10.4% |
| 3M | +12.9% | +13.4% | -0.5% | +5.3% |
| 6M | +1.2% | +3.0% | -1.7% | -1.7% |
| YTD | +9.3% | +9.7% | -0.3% | +2.6% |
| 1Y | -18.0% | -5.4% | -12.6% | -18.1% |
| 3Y | -29.0% | -15.6% | -13.5% | -26.5% |
| 5Y | -9.6% | -28.1% | +18.5% | -0.8% |
| 10Y | +6.1% | -15.2% | +21.3% | +3.0% |
| All | +224.3% | +287.8% | -63.6% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling