-32.8%
MOS vs ZBRA
-47.4%
+14.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +21.6% | -10.9% | +32.4% | +24.9% |
| 30D | +12.0% | -16.6% | +28.6% | +16.7% |
| 3M | -3.9% | -11.6% | +7.7% | -1.4% |
| 6M | -3.3% | +40.2% | -43.5% | -12.7% |
| YTD | -4.6% | +32.6% | -37.3% | -13.5% |
| 1Y | -7.0% | +24.7% | -31.7% | -14.3% |
| 3Y | -24.4% | +56.3% | -80.7% | -37.6% |
| All | -32.8% | -47.4% | +14.6% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling