-66.4%
MOD vs Z
-31.8%
-34.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -10.6% | +3.4% | -10.8% |
| 7D | -34.2% | -2.3% | -31.9% | -33.5% |
| 30D | -51.9% | +9.4% | -61.2% | -50.0% |
| 3M | -53.0% | -16.1% | -36.9% | -54.9% |
| 6M | -66.4% | -30.4% | -35.9% | -64.1% |
| All | -66.4% | -31.8% | -34.5% | -64.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling