+61.0%
ZM vs MOS
-4.9%
+65.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | +11.0% | -2.0% | +13.0% | +11.1% |
| 30D | +5.6% | +15.3% | -9.7% | +5.2% |
| 3M | -9.1% | +1.5% | -10.6% | -9.2% |
| 6M | -2.6% | -2.0% | -0.6% | -2.6% |
| YTD | +15.7% | -6.5% | +22.2% | +15.5% |
| 1Y | +18.8% | -11.1% | +29.8% | +18.8% |
| 3Y | +62.2% | -30.3% | +92.4% | +62.2% |
| 5Y | -60.9% | -33.5% | -27.3% | -59.9% |
| All | +61.0% | -4.9% | +65.8% | +166.1% |
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 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