+45.2%
MOS vs ZCMD
-100.0%
+145.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.7% | +1.8% |
| 7D | +19.7% | +9.1% | +10.6% | +19.4% |
| 30D | +21.5% | -37.1% | +58.6% | +22.7% |
| 3M | -0.4% | -53.7% | +53.3% | +1.0% |
| 6M | +4.5% | -99.7% | +104.2% | +13.3% |
| YTD | -2.9% | -99.9% | +97.0% | +7.3% |
| 1Y | -7.7% | -99.9% | +92.2% | +3.0% |
| 3Y | -25.6% | -100.0% | +74.3% | -9.7% |
| 5Y | -31.2% | -100.0% | +68.8% | -13.9% |
| All | +45.2% | -100.0% | +145.2% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling