+77.0%
ZTS vs MOS
+3.2%
+73.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -0.6% | +24.8% | -25.4% | -4.0% |
| 30D | +11.0% | +22.7% | -11.7% | +7.4% |
| 3M | +10.9% | -1.2% | +12.2% | +10.6% |
| 6M | +0.9% | +5.5% | -4.6% | -0.8% |
| YTD | -33.0% | -2.0% | -31.0% | -33.8% |
| 1Y | -29.6% | -7.9% | -21.7% | -29.9% |
| 3Y | -49.0% | -25.0% | -24.1% | -48.5% |
| 5Y | -59.5% | -27.7% | -31.8% | -60.2% |
| 10Y | +77.0% | -1.6% | +78.6% | +48.0% |
| All | +77.0% | +3.2% | +73.8% | +48.0% |
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