+2,733.6%
MOD vs ZBRA
+9,227.6%
-6,493.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.8% |
| 7D | +9.6% | +1.8% | +7.8% | +8.9% |
| 30D | 0.0% | -1.7% | +1.7% | +0.6% |
| 3M | -35.4% | +47.8% | -83.1% | -44.5% |
| 6M | -7.3% | +56.7% | -64.0% | -22.2% |
| YTD | +45.8% | +49.4% | -3.6% | +23.6% |
| 1Y | +43.1% | +16.5% | +26.6% | +32.1% |
| 3Y | +297.7% | +31.5% | +266.2% | +257.6% |
| 5Y | +1,478.8% | -38.6% | +1,517.3% | +1,653.0% |
| 10Y | +1,633.4% | +421.0% | +1,212.4% | +871.6% |
| All | +2,733.6% | +9,227.6% | -6,493.9% | +831.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling