-32.6%
MOD vs ZBRA
+25.3%
-57.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.9% | -22.3% | -21.8% |
| 7D | -31.3% | -13.6% | -17.8% | -27.7% |
| 30D | -46.1% | -11.5% | -34.6% | -43.6% |
| 3M | -51.1% | -9.9% | -41.3% | -49.3% |
| 6M | -62.1% | +48.6% | -110.6% | -68.9% |
| YTD | -26.2% | +36.9% | -63.1% | -40.3% |
| 1Y | -32.6% | +27.7% | -60.2% | -38.3% |
| All | -32.6% | +25.3% | -57.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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