+231.5%
ZETA vs MOD
+423.4%
-191.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.3% | 0.0% | -5.4% |
| 7D | -10.0% | -34.2% | +24.2% | -0.7% |
| 30D | -10.6% | -51.9% | +41.3% | +6.9% |
| 3M | +8.9% | -53.0% | +61.9% | +30.1% |
| 6M | +65.1% | -66.4% | +131.4% | +109.2% |
| YTD | +44.8% | -31.5% | +76.4% | +41.8% |
| 1Y | +47.8% | -39.6% | +87.4% | +49.5% |
| 3Y | +248.8% | +116.8% | +131.9% | +126.7% |
| 5Y | +220.3% | +713.8% | -493.5% | +32.7% |
| All | +231.5% | +423.4% | -191.9% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling