+137.1%
MOD vs ZBRA
+50.6%
+86.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | -25.5% | -10.9% | -14.7% | -20.7% |
| 30D | -49.0% | -16.6% | -32.4% | -43.3% |
| 3M | -49.8% | -11.6% | -38.2% | -46.2% |
| 6M | -64.8% | +40.2% | -104.9% | -73.3% |
| YTD | -27.6% | +32.6% | -60.3% | -44.1% |
| 1Y | -35.2% | +24.7% | -59.9% | -47.0% |
| 3Y | +137.1% | +56.3% | +80.8% | +86.4% |
| All | +137.1% | +50.6% | +86.6% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling