-30.8%
MOS vs ZCMD
-100.0%
+69.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | +0.1% | -4.5% |
| 7D | -2.6% | -2.9% | +0.4% | -2.5% |
| 30D | +13.5% | -28.5% | +41.9% | +13.9% |
| 3M | -2.9% | -56.5% | +53.6% | -2.1% |
| 6M | -1.0% | -99.7% | +98.7% | +1.3% |
| YTD | -7.2% | -99.9% | +92.7% | -4.7% |
| 1Y | -11.4% | -99.9% | +88.5% | -9.0% |
| All | -30.8% | -100.0% | +69.2% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling