+1,520.5%
MOD vs ZBRA
+411.1%
+1,109.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.2% |
| 7D | +6.3% | +2.6% | +3.8% | +5.0% |
| 30D | -1.7% | -6.4% | +4.7% | +1.6% |
| 3M | -30.1% | +51.3% | -81.4% | -45.0% |
| 6M | +2.7% | +60.5% | -57.8% | -22.1% |
| YTD | +44.1% | +45.2% | -1.1% | +13.9% |
| 1Y | +38.7% | +12.3% | +26.4% | +24.9% |
| 3Y | +309.8% | +37.5% | +272.3% | +239.8% |
| 5Y | +1,569.7% | -39.2% | +1,608.9% | +1,809.1% |
| 10Y | +1,520.5% | +417.0% | +1,103.5% | +609.5% |
| All | +1,520.5% | +411.1% | +1,109.4% | +609.5% |
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