-16.3%
MOS vs ZCMD
-99.9%
+83.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +7.1% | -1.4% | +8.5% | +7.1% |
| 30D | +15.0% | -21.6% | +36.6% | +15.4% |
| 3M | +24.1% | -67.4% | +91.4% | +23.3% |
| 6M | +2.7% | -99.4% | +102.2% | +11.2% |
| YTD | +12.2% | -99.7% | +111.9% | +24.7% |
| 1Y | -16.3% | -99.9% | +83.6% | +1.7% |
| All | -16.3% | -99.9% | +83.6% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling