-36.7%
ZS vs MOS
-17.5%
-19.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.3% |
| 7D | -7.8% | +9.5% | -17.4% | -6.7% |
| 30D | +5.0% | +10.4% | -5.4% | +6.6% |
| 3M | +25.5% | +12.9% | +12.7% | +27.3% |
| 6M | +8.7% | +1.2% | +7.5% | +10.8% |
| YTD | -24.5% | +9.3% | -33.8% | -22.7% |
| 1Y | -36.7% | -18.0% | -18.7% | -33.9% |
| All | -36.7% | -17.5% | -19.2% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling