+12.6%
MOS vs ZBRA
+411.1%
-398.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.5% |
| 7D | +7.1% | +2.6% | +4.5% | +6.1% |
| 30D | +15.0% | -6.4% | +21.4% | +17.4% |
| 3M | +24.1% | +51.3% | -27.2% | +6.4% |
| 6M | +2.7% | +60.5% | -57.8% | -14.2% |
| YTD | +12.2% | +45.2% | -33.0% | -4.1% |
| 1Y | -16.3% | +12.3% | -28.6% | -22.2% |
| 3Y | -23.3% | +37.5% | -60.8% | -37.1% |
| 5Y | -4.2% | -39.2% | +35.0% | +2.3% |
| 10Y | +12.6% | +417.0% | -404.4% | -43.9% |
| All | +12.6% | +411.1% | -398.5% | -43.9% |
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