-34.4%
MOS vs ZBRA
-45.5%
+11.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | +15.3% | -14.0% | +29.3% | +19.3% |
| 3M | +1.5% | -14.7% | +16.1% | +5.0% |
| 6M | -2.0% | +31.3% | -33.3% | -9.9% |
| YTD | -6.5% | +33.4% | -40.0% | -15.3% |
| 1Y | -11.1% | +34.1% | -45.2% | -19.6% |
| 3Y | -30.3% | +59.9% | -90.2% | -42.7% |
| All | -34.4% | -45.5% | +11.1% | -28.9% |
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 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