+297.3%
ZETA vs MOS
-24.9%
+322.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.6% | +4.3% |
| 7D | +6.2% | +19.7% | -13.4% | +4.6% |
| 30D | -2.0% | +21.5% | -23.5% | -3.7% |
| 3M | +21.7% | -0.4% | +22.1% | +21.3% |
| 6M | +89.1% | +4.5% | +84.6% | +87.2% |
| YTD | +59.3% | -2.9% | +62.2% | +58.0% |
| 1Y | +66.2% | -7.7% | +73.9% | +65.9% |
| 3Y | +297.3% | -25.6% | +323.0% | +283.0% |
| All | +297.3% | -24.9% | +322.2% | +283.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling