+753.4%
MOD vs ZBRA
-47.4%
+800.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | -25.5% | -10.9% | -14.7% | -21.3% |
| 30D | -49.0% | -16.6% | -32.4% | -44.0% |
| 3M | -49.8% | -11.6% | -38.2% | -46.6% |
| 6M | -64.8% | +40.2% | -104.9% | -72.1% |
| YTD | -27.6% | +32.6% | -60.3% | -41.4% |
| 1Y | -35.2% | +24.7% | -59.9% | -45.2% |
| 3Y | +137.1% | +56.3% | +80.8% | +87.0% |
| All | +753.4% | -47.4% | +800.8% | +945.3% |
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 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