+398.6%
ZS vs MOH
+168.1%
+230.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.3% |
| 30D | -7.2% | -0.9% | -6.3% | -7.2% |
| 3M | +30.5% | +5.7% | +24.8% | +29.2% |
| 6M | +7.0% | +39.1% | -32.1% | +0.9% |
| YTD | -26.8% | +17.7% | -44.5% | -30.1% |
| 1Y | -42.6% | +8.4% | -51.0% | -44.8% |
| 3Y | -0.3% | -36.6% | +36.3% | +3.1% |
| 5Y | -39.2% | -19.1% | -20.1% | -41.2% |
| All | +398.6% | +168.1% | +230.5% | +224.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling