+249.0%
ZETA vs MOD
+453.3%
-204.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.4% | +3.8% |
| 7D | -0.4% | -25.5% | +25.1% | +6.4% |
| 30D | -8.0% | -49.0% | +41.0% | +8.3% |
| 3M | +21.4% | -49.8% | +71.2% | +42.6% |
| 6M | +80.1% | -64.8% | +144.9% | +125.7% |
| YTD | +52.5% | -27.6% | +80.1% | +47.2% |
| 1Y | +58.5% | -35.2% | +93.7% | +57.3% |
| 3Y | +281.7% | +137.1% | +144.5% | +142.4% |
| 5Y | +237.3% | +760.3% | -523.0% | +37.8% |
| All | +249.0% | +453.3% | -204.3% | +38.5% |
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 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