+199.5%
ZTS vs MOS
-52.0%
+251.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.3% | -11.2% | -8.4% |
| 7D | +4.9% | +22.5% | -17.6% | +1.7% |
| 30D | +15.9% | +6.6% | +9.3% | +14.4% |
| 3M | +11.1% | -3.8% | +14.9% | +11.3% |
| 6M | -26.0% | -2.2% | -23.8% | -26.4% |
| YTD | -33.3% | -4.8% | -28.5% | -33.8% |
| 1Y | -30.3% | -11.7% | -18.6% | -30.2% |
| 3Y | -47.0% | -26.5% | -20.5% | -46.3% |
| 5Y | -59.7% | -32.2% | -27.5% | -59.9% |
| 10Y | +80.3% | +10.2% | +70.2% | +49.2% |
| All | +199.5% | -52.0% | +251.5% | +185.2% |
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