+76.3%
ZETA vs MOD
-35.8%
+112.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.9% | +11.1% | +8.3% |
| 7D | +13.2% | -17.8% | +31.1% | +13.9% |
| 30D | +6.0% | -43.2% | +49.2% | +8.5% |
| 3M | +27.3% | -46.0% | +73.4% | +30.6% |
| 6M | +104.6% | -62.2% | +166.9% | +111.7% |
| YTD | +72.3% | -22.8% | +95.1% | +62.9% |
| 1Y | +76.3% | -35.5% | +111.8% | +75.3% |
| All | +76.3% | -35.8% | +112.1% | +75.3% |
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