+264.7%
ZETA vs MOS
-27.0%
+291.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.6% | +4.1% |
| 7D | +6.2% | +19.7% | -13.4% | +2.3% |
| 30D | -2.0% | +21.5% | -23.5% | -6.1% |
| 3M | +21.7% | -0.4% | +22.1% | +20.8% |
| 6M | +89.1% | +4.5% | +84.6% | +84.8% |
| YTD | +59.3% | -2.9% | +62.2% | +56.0% |
| 1Y | +66.2% | -7.7% | +73.9% | +64.5% |
| 3Y | +297.3% | -25.6% | +323.0% | +297.0% |
| 5Y | +227.5% | -31.2% | +258.6% | +236.8% |
| All | +264.7% | -27.0% | +291.6% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling