-44.3%
ZS vs MOS
-33.6%
-10.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -2.6% | -2.0% | -0.7% | -2.4% |
| 30D | -12.8% | +15.3% | -28.1% | -14.9% |
| 3M | +2.3% | +1.5% | +0.8% | +1.3% |
| 6M | +26.3% | -2.0% | +28.2% | +24.7% |
| YTD | -14.4% | -6.5% | -7.9% | -16.0% |
| 1Y | -37.6% | -11.1% | -26.6% | -38.3% |
| 3Y | +8.0% | -30.3% | +38.3% | +9.6% |
| All | -44.3% | -33.6% | -10.7% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling