+189.6%
ZTS vs MOS
-52.0%
+241.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -0.4% | +21.6% | -22.0% | -3.4% |
| 30D | +11.7% | +12.0% | -0.2% | +9.6% |
| 3M | +3.5% | -3.9% | +7.3% | +3.6% |
| 6M | -27.6% | -3.3% | -24.3% | -27.8% |
| YTD | -35.5% | -4.6% | -30.8% | -36.0% |
| 1Y | -32.1% | -7.0% | -25.1% | -32.5% |
| 3Y | -49.1% | -24.4% | -24.7% | -48.6% |
| 5Y | -61.0% | -32.1% | -28.9% | -61.3% |
| 10Y | +74.4% | +10.3% | +64.1% | +44.3% |
| All | +189.6% | -52.0% | +241.5% | +175.8% |
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