-22.5%
MOS vs ZYBT
-79.2%
+56.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -1.7% | -3.7% | +2.0% | -1.7% |
| 30D | +12.4% | 0.0% | +12.4% | +12.4% |
| 3M | +20.5% | +72.2% | -51.8% | +19.0% |
| 6M | -12.0% | +103.1% | -115.1% | -12.7% |
| YTD | +7.4% | +34.8% | -27.4% | +6.4% |
| 1Y | -22.5% | -83.2% | +60.7% | -24.4% |
| All | -22.5% | -79.2% | +56.8% | -24.4% |
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