+9.6%
ZM vs MOS
-16.2%
+25.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +17.4% | -17.4% | +0.4% |
| 7D | -8.4% | +17.9% | -26.3% | -8.0% |
| 30D | -1.9% | +1.6% | -3.5% | -1.6% |
| 3M | -10.1% | -4.0% | -6.1% | -9.8% |
| 6M | -13.9% | -4.1% | -9.8% | -13.7% |
| YTD | +6.4% | -7.8% | +14.2% | +4.3% |
| 1Y | +9.6% | -15.6% | +25.1% | +12.1% |
| All | +9.6% | -16.2% | +25.8% | +12.1% |
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 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