+63.5%
MOS vs ZCMD
-100.0%
+163.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +1.5% |
| 7D | +9.5% | -8.0% | +17.5% | +9.7% |
| 30D | +10.4% | -27.9% | +38.3% | +11.1% |
| 3M | +12.9% | -74.6% | +87.5% | +12.2% |
| 6M | +1.2% | -99.5% | +100.7% | +8.6% |
| YTD | +9.3% | -99.7% | +109.1% | +19.5% |
| 1Y | -18.0% | -99.9% | +81.9% | -8.5% |
| 3Y | -29.0% | -100.0% | +71.0% | -13.8% |
| 5Y | -9.6% | -100.0% | +90.4% | +10.6% |
| All | +63.5% | -100.0% | +163.5% | +158.4% |
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