+1,530.3%
MOD vs ZBRA
-38.9%
+1,569.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.5% |
| 7D | +9.6% | +1.8% | +7.8% | +8.6% |
| 30D | 0.0% | -1.7% | +1.7% | +0.9% |
| 3M | -35.4% | +47.8% | -83.1% | -49.1% |
| 6M | -7.3% | +56.7% | -64.0% | -29.9% |
| YTD | +45.8% | +49.4% | -3.6% | +11.6% |
| 1Y | +43.1% | +16.5% | +26.6% | +25.8% |
| 3Y | +297.7% | +31.5% | +266.2% | +235.0% |
| All | +1,530.3% | -38.9% | +1,569.2% | +1,638.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling