+32.8%
MOS vs ZBRA
+8,180.5%
-8,147.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +21.6% | -10.9% | +32.4% | +25.0% |
| 30D | +12.0% | -16.6% | +28.6% | +16.9% |
| 3M | -3.9% | -11.6% | +7.7% | -1.3% |
| 6M | -3.3% | +40.2% | -43.5% | -12.6% |
| YTD | -4.6% | +32.6% | -37.3% | -13.4% |
| 1Y | -7.0% | +24.7% | -31.7% | -14.3% |
| 3Y | -24.4% | +56.3% | -80.7% | -36.2% |
| 5Y | -32.1% | -47.0% | +14.9% | -27.3% |
| 10Y | +10.3% | +411.4% | -401.1% | -32.8% |
| All | +32.8% | +8,180.5% | -8,147.7% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling