-35.5%
MOD vs Z
-60.5%
+25.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -3.6% |
| 7D | -17.8% | -6.5% | -11.4% | -17.9% |
| 30D | -43.2% | -0.1% | -43.1% | -43.1% |
| 3M | -46.0% | -14.1% | -31.9% | -46.3% |
| 6M | -62.2% | -30.1% | -32.2% | -61.0% |
| YTD | -22.8% | -57.5% | +34.7% | -15.9% |
| 1Y | -35.5% | -60.3% | +24.9% | -27.9% |
| All | -35.5% | -60.5% | +25.1% | -27.9% |
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