+77.0%
ZTS vs MOS
+6.2%
+70.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.4% |
| 7D | -1.0% | +19.7% | -20.7% | -3.8% |
| 30D | +10.8% | +21.5% | -10.7% | +7.4% |
| 3M | +14.1% | -0.4% | +14.5% | +13.6% |
| 6M | +0.8% | +4.5% | -3.8% | -0.8% |
| YTD | -33.1% | -2.9% | -30.2% | -33.8% |
| 1Y | -30.0% | -7.7% | -22.3% | -30.3% |
| 3Y | -49.5% | -25.6% | -23.9% | -48.9% |
| 5Y | -60.2% | -31.2% | -29.1% | -60.6% |
| 10Y | +77.0% | +2.8% | +74.2% | +47.9% |
| All | +77.0% | +6.2% | +70.9% | +47.9% |
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