+4.3%
ZS vs MOS
-29.5%
+33.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.6% |
| 7D | -7.8% | +9.5% | -17.4% | -8.5% |
| 30D | +5.0% | +10.4% | -5.4% | +4.2% |
| 3M | +25.5% | +12.9% | +12.7% | +24.1% |
| 6M | +8.7% | +1.2% | +7.5% | +8.2% |
| YTD | -24.5% | +9.3% | -33.8% | -26.3% |
| 1Y | -36.7% | -18.0% | -18.7% | -34.7% |
| All | +4.3% | -29.5% | +33.8% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling