+499.0%
ZS vs MOS
-0.8%
+499.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -16.9% | +21.6% | -38.5% | -19.1% |
| 30D | -7.4% | +12.0% | -19.4% | -9.0% |
| 3M | +21.6% | -3.9% | +25.4% | +21.4% |
| 6M | +42.4% | -3.3% | +45.7% | +41.2% |
| YTD | -12.1% | -4.6% | -7.5% | -13.5% |
| 1Y | -37.8% | -7.0% | -30.8% | -38.7% |
| 3Y | +20.9% | -24.4% | +45.3% | +21.1% |
| 5Y | -41.6% | -32.1% | -9.5% | -40.5% |
| All | +499.0% | -0.8% | +499.8% | +516.2% |
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