+414.5%
ZS vs MOS
+13.7%
+400.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.7% |
| 7D | -7.8% | +9.5% | -17.4% | -9.0% |
| 30D | +5.0% | +10.4% | -5.4% | +3.5% |
| 3M | +25.5% | +12.9% | +12.7% | +23.0% |
| 6M | +8.7% | +1.2% | +7.5% | +7.2% |
| YTD | -24.5% | +9.3% | -33.8% | -26.7% |
| 1Y | -36.7% | -18.0% | -18.7% | -35.9% |
| 3Y | +7.2% | -29.0% | +36.2% | +8.9% |
| 5Y | -40.9% | -9.6% | -31.3% | -41.7% |
| All | +414.5% | +13.7% | +400.8% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling