+2.8%
MOS vs ZBRA
+410.7%
-407.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.4% |
| 7D | +19.7% | -9.5% | +29.2% | +23.4% |
| 30D | +21.5% | -15.6% | +37.1% | +28.0% |
| 3M | -0.4% | -13.2% | +12.8% | +3.7% |
| 6M | +4.5% | +44.5% | -40.0% | -9.7% |
| YTD | -2.9% | +34.5% | -37.4% | -15.2% |
| 1Y | -7.7% | +25.9% | -33.6% | -17.6% |
| 3Y | -25.6% | +61.3% | -87.0% | -42.8% |
| 5Y | -31.2% | -45.2% | +14.0% | -23.6% |
| 10Y | +2.8% | +386.5% | -383.7% | -40.1% |
| All | +2.8% | +410.7% | -407.9% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling