-66.2%
ZM vs MOS
-8.7%
-57.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.8% | +3.1% |
| 7D | +2.9% | +9.5% | -6.6% | +1.8% |
| 30D | +0.7% | +10.4% | -9.7% | -0.6% |
| 3M | -3.7% | +12.9% | -16.6% | -5.3% |
| 6M | +29.9% | +1.2% | +28.6% | +28.6% |
| YTD | +17.4% | +9.3% | +8.1% | +14.6% |
| 1Y | +22.4% | -18.0% | +40.4% | +24.2% |
| 3Y | +41.3% | -29.0% | +70.3% | +42.9% |
| All | -66.2% | -8.7% | -57.5% | -68.3% |
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