-18.0%
MOS vs ZBRA
+18.2%
-36.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +9.5% | +1.8% | +7.8% | +9.2% |
| 30D | +10.4% | -1.7% | +12.1% | +10.7% |
| 3M | +12.9% | +47.8% | -34.9% | +4.3% |
| 6M | +1.2% | +56.7% | -55.5% | -8.0% |
| YTD | +9.3% | +49.4% | -40.1% | -0.9% |
| 1Y | -18.0% | +16.5% | -34.5% | -21.2% |
| All | -18.0% | +18.2% | -36.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling