+82.1%
ZETA vs MOD
-30.7%
+112.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +26.5% | +16.1% | +10.4% | +25.3% |
| 30D | +10.3% | -38.5% | +48.8% | +12.5% |
| 3M | +30.5% | -46.8% | +77.4% | +33.8% |
| 6M | +129.4% | -61.6% | +190.9% | +137.5% |
| YTD | +83.1% | -20.5% | +103.7% | +71.7% |
| 1Y | +82.1% | -28.0% | +110.1% | +74.0% |
| All | +82.1% | -30.7% | +112.8% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling