+294.9%
ZETA vs MOS
-33.6%
+328.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +18.1% | -2.0% | +20.1% | +18.6% |
| 30D | +13.6% | +15.3% | -1.7% | +9.8% |
| 3M | +23.7% | +1.5% | +22.2% | +22.2% |
| 6M | +128.5% | -2.0% | +130.5% | +126.1% |
| YTD | +80.1% | -6.5% | +86.6% | +77.4% |
| 1Y | +98.0% | -11.1% | +109.1% | +97.3% |
| 3Y | +348.6% | -30.3% | +378.8% | +355.3% |
| All | +294.9% | -33.6% | +328.6% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling