+52.3%
MOS vs ZBRA
+9,227.6%
-9,175.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +9.5% | +1.8% | +7.8% | +9.0% |
| 30D | +10.4% | -1.7% | +12.1% | +10.8% |
| 3M | +12.9% | +47.8% | -34.9% | +1.3% |
| 6M | +1.2% | +56.7% | -55.5% | -10.9% |
| YTD | +9.3% | +49.4% | -40.1% | -3.3% |
| 1Y | -18.0% | +16.5% | -34.5% | -23.1% |
| 3Y | -29.0% | +31.5% | -60.5% | -37.3% |
| 5Y | -9.6% | -38.6% | +29.0% | -6.7% |
| 10Y | +6.1% | +421.0% | -414.9% | -35.7% |
| All | +52.3% | +9,227.6% | -9,175.3% | -42.3% |
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