+966.8%
MOD vs ZBRA
+410.7%
+556.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +9.2% |
| 7D | -13.9% | -9.5% | -4.4% | -9.9% |
| 30D | -41.5% | -15.6% | -25.9% | -36.5% |
| 3M | -45.7% | -13.2% | -32.5% | -41.9% |
| 6M | -61.1% | +44.5% | -105.7% | -69.0% |
| YTD | -20.5% | +34.5% | -55.0% | -34.7% |
| 1Y | -32.1% | +25.9% | -58.0% | -42.0% |
| 3Y | +146.5% | +61.3% | +85.1% | +91.8% |
| 5Y | +812.7% | -45.2% | +857.9% | +998.1% |
| 10Y | +966.8% | +386.5% | +580.3% | +491.7% |
| All | +966.8% | +410.7% | +556.1% | +491.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling