+9.1%
MOS vs ZYBT
-58.4%
+67.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +1.7% | -3.7% | +5.3% | +1.7% |
| 30D | +11.7% | -12.8% | +24.5% | +11.7% |
| 3M | +23.2% | +76.2% | -53.0% | +21.8% |
| 6M | -1.6% | +109.3% | -111.0% | -2.7% |
| YTD | +10.8% | +36.5% | -25.7% | +9.7% |
| 1Y | -16.2% | -84.0% | +67.8% | -17.0% |
| All | +9.1% | -58.4% | +67.4% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling