-35.2%
MOD vs Z
-59.5%
+24.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.2% | +5.4% |
| 7D | -25.5% | -4.6% | -21.0% | -25.4% |
| 30D | -49.0% | +8.3% | -57.3% | -48.6% |
| 3M | -49.8% | -11.6% | -38.2% | -49.9% |
| 6M | -64.8% | -33.6% | -31.1% | -63.2% |
| YTD | -27.6% | -56.7% | +29.0% | -20.4% |
| 1Y | -35.2% | -59.1% | +23.9% | -27.0% |
| All | -35.2% | -59.5% | +24.3% | -27.0% |
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