+294.9%
ZETA vs MOD
+1,086.9%
-791.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +27.9% | -29.5% | -8.8% |
| 7D | +18.1% | +40.4% | -22.3% | +6.7% |
| 30D | +13.6% | -14.0% | +27.6% | +15.7% |
| 3M | +23.7% | -33.3% | +57.1% | +34.1% |
| 6M | +128.5% | -51.4% | +179.9% | +162.7% |
| YTD | +80.1% | +1.6% | +78.5% | +56.4% |
| 1Y | +98.0% | +5.4% | +92.6% | +68.2% |
| 3Y | +348.6% | +191.0% | +157.6% | +155.2% |
| All | +294.9% | +1,086.9% | -791.9% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling