+0.6%
MOS vs ZBRA
+381.8%
-381.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.4% |
| 7D | +5.5% | -1.5% | +7.0% | +5.9% |
| 30D | +21.0% | -15.6% | +36.6% | +27.4% |
| 3M | -0.5% | -14.5% | +14.1% | +4.1% |
| 6M | +6.6% | +50.9% | -44.3% | -9.2% |
| YTD | -2.8% | +34.8% | -37.6% | -15.1% |
| 1Y | -8.1% | +28.3% | -36.4% | -18.5% |
| 3Y | -25.6% | +58.8% | -84.4% | -42.4% |
| 5Y | -29.8% | -44.0% | +14.3% | -22.8% |
| 10Y | +0.6% | +389.6% | -389.0% | -39.8% |
| All | +0.6% | +381.8% | -381.3% | -39.8% |
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