+7.6%
MOS vs ZYBT
-57.3%
+64.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +9.5% | -6.9% | +16.5% | +9.5% |
| 30D | +10.4% | -31.8% | +42.2% | +10.5% |
| 3M | +12.9% | +94.0% | -81.1% | +11.6% |
| 6M | +1.2% | +99.0% | -97.8% | +0.1% |
| YTD | +9.3% | +40.0% | -30.7% | +8.2% |
| 1Y | -18.0% | -79.5% | +61.6% | -18.8% |
| All | +7.6% | -57.3% | +64.9% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling