-11.1%
MOS vs ZYBT
-30.1%
+19.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +15.3% | -2.0% | +17.3% | +15.3% |
| 3M | +1.5% | -2.0% | +3.5% | +1.5% |
| 6M | -2.0% | +56.4% | -58.4% | -2.7% |
| YTD | -6.5% | +30.4% | -37.0% | -4.6% |
| 1Y | -11.1% | -30.2% | +19.2% | -0.8% |
| All | -11.1% | -30.1% | +19.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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