+503.2%
ZS vs MOS
+1.0%
+502.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.5% |
| 7D | -11.1% | +19.7% | -30.7% | -13.2% |
| 30D | -14.8% | +21.5% | -36.3% | -17.1% |
| 3M | +18.0% | -0.4% | +18.4% | +17.4% |
| 6M | +30.8% | +4.5% | +26.3% | +28.4% |
| YTD | -11.5% | -2.9% | -8.6% | -13.0% |
| 1Y | -37.8% | -7.7% | -30.1% | -38.5% |
| 3Y | +16.6% | -25.6% | +42.3% | +17.1% |
| 5Y | -43.6% | -31.2% | -12.4% | -42.6% |
| All | +503.2% | +1.0% | +502.1% | +519.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling