+873.9%
MOD vs Z
+22.6%
+851.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +9.4% | -30.9% | -23.7% |
| 7D | -31.3% | +10.2% | -41.5% | -33.5% |
| 30D | -46.1% | +23.7% | -69.8% | -49.8% |
| 3M | -51.1% | -6.6% | -44.6% | -51.4% |
| 6M | -62.1% | -23.0% | -39.1% | -60.7% |
| YTD | -26.2% | -50.3% | +24.1% | -15.3% |
| 1Y | -32.6% | -53.6% | +21.0% | -21.2% |
| 3Y | +133.8% | -10.1% | +143.9% | +123.5% |
| 5Y | +792.8% | -49.8% | +842.5% | +833.2% |
| 10Y | +959.8% | -1.6% | +961.4% | +715.5% |
| All | +873.9% | +22.6% | +851.3% | +594.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling