+43.1%
MOD vs Z
-58.8%
+102.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.2% |
| 7D | +9.6% | -3.0% | +12.6% | +9.5% |
| 30D | 0.0% | -4.2% | +4.2% | 0.0% |
| 3M | -35.4% | -3.7% | -31.7% | -34.1% |
| 6M | -7.3% | -24.5% | +17.2% | -2.7% |
| YTD | +45.8% | -49.3% | +95.1% | +60.0% |
| 1Y | +43.1% | -58.7% | +101.8% | +58.0% |
| All | +43.1% | -58.8% | +102.0% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling