+42.6%
MOS vs ZCMD
-100.0%
+142.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | +0.1% |
| 7D | +21.6% | -4.4% | +26.0% | +21.7% |
| 30D | +12.0% | -43.0% | +55.0% | +13.3% |
| 3M | -3.9% | -54.9% | +51.0% | -2.4% |
| 6M | -3.3% | -99.8% | +96.4% | +6.0% |
| YTD | -4.6% | -99.9% | +95.2% | +5.4% |
| 1Y | -7.0% | -99.9% | +92.9% | +4.0% |
| 3Y | -24.4% | -100.0% | +75.6% | -8.1% |
| 5Y | -32.1% | -100.0% | +67.9% | -14.8% |
| All | +42.6% | -100.0% | +142.6% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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