+395.4%
ZS vs MOH
+162.9%
+232.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.7% | -2.0% |
| 7D | -8.1% | -1.3% | -6.8% | -7.9% |
| 30D | -8.4% | +3.0% | -11.4% | -8.9% |
| 3M | +31.1% | +1.2% | +29.9% | +30.6% |
| 6M | +4.4% | +41.7% | -37.3% | -1.9% |
| YTD | -27.3% | +15.4% | -42.7% | -30.4% |
| 1Y | -41.4% | +11.8% | -53.2% | -44.0% |
| 3Y | +1.7% | -37.5% | +39.2% | +5.3% |
| 5Y | -39.6% | -20.6% | -18.9% | -41.4% |
| All | +395.4% | +162.9% | +232.5% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling