+5.7%
MOS vs ZYBT
-57.8%
+63.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.1% |
| 7D | -0.4% | -2.5% | +2.1% | -0.3% |
| 30D | +10.0% | -1.2% | +11.2% | +10.0% |
| 3M | +28.2% | +76.7% | -48.5% | +26.7% |
| 6M | -3.1% | +103.6% | -106.7% | -4.2% |
| YTD | +7.4% | +38.3% | -30.9% | +6.3% |
| 1Y | -21.8% | -84.7% | +62.9% | -22.6% |
| All | +5.7% | -57.8% | +63.5% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling