+249.0%
ZETA vs MOS
-28.3%
+277.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | -0.4% | +21.6% | -22.0% | -4.5% |
| 30D | -8.0% | +12.0% | -20.0% | -10.4% |
| 3M | +21.4% | -3.9% | +25.3% | +21.3% |
| 6M | +80.1% | -3.3% | +83.4% | +78.9% |
| YTD | +52.5% | -4.6% | +57.1% | +49.8% |
| 1Y | +58.5% | -7.0% | +65.5% | +56.4% |
| 3Y | +281.7% | -24.4% | +306.1% | +278.4% |
| 5Y | +237.3% | -32.1% | +269.4% | +247.9% |
| All | +249.0% | -28.3% | +277.3% | +246.8% |
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