-34.4%
MOS vs ZCMD
-100.0%
+65.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +0.8% |
| 7D | -2.0% | -7.7% | +5.7% | -1.9% |
| 30D | +15.3% | -34.8% | +50.1% | +15.8% |
| 3M | +1.5% | -56.3% | +57.8% | +2.3% |
| 6M | -2.0% | -99.7% | +97.7% | -0.1% |
| YTD | -6.5% | -99.9% | +93.3% | -4.5% |
| 1Y | -11.1% | -99.9% | +88.9% | -9.1% |
| 3Y | -30.3% | -100.0% | +69.7% | -30.1% |
| All | -34.4% | -100.0% | +65.6% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling