+76.3%
ZETA vs MOS
-7.8%
+84.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +8.2% |
| 7D | +13.2% | +24.8% | -11.6% | +12.7% |
| 30D | +6.0% | +22.7% | -16.7% | +5.5% |
| 3M | +27.3% | -1.2% | +28.6% | +27.0% |
| 6M | +104.6% | +5.5% | +99.1% | +103.0% |
| YTD | +72.3% | -2.0% | +74.3% | +72.5% |
| 1Y | +76.3% | -7.9% | +84.3% | +83.2% |
| All | +76.3% | -7.8% | +84.1% | +83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling