-31.6%
ZS vs MOH
+53.5%
-85.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.9% | -9.2% | +0.4% |
| 7D | -12.3% | +14.3% | -26.6% | -11.4% |
| 30D | +11.2% | +16.7% | -5.5% | +12.4% |
| 3M | +37.5% | +18.3% | +19.2% | +39.4% |
| 6M | +57.8% | +15.8% | +42.0% | +60.8% |
| YTD | -0.2% | +30.5% | -30.7% | +4.5% |
| 1Y | -31.6% | +49.3% | -80.9% | -29.3% |
| All | -31.6% | +53.5% | -85.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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