+58.5%
ZETA vs MOD
-37.3%
+95.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.4% | +5.0% |
| 7D | -0.4% | -25.5% | +25.1% | +0.8% |
| 30D | -8.0% | -49.0% | +41.0% | -5.3% |
| 3M | +21.4% | -49.8% | +71.2% | +25.0% |
| 6M | +80.1% | -64.8% | +144.9% | +87.3% |
| YTD | +52.5% | -27.6% | +80.1% | +44.8% |
| 1Y | +58.5% | -35.2% | +93.7% | +53.5% |
| All | +58.5% | -37.3% | +95.8% | +53.5% |
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