+9.6%
ZM vs MOD
-33.0%
+42.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -21.4% | +21.4% | +0.6% |
| 7D | -8.4% | -31.3% | +22.9% | -7.5% |
| 30D | -1.9% | -46.1% | +44.2% | -0.6% |
| 3M | -10.1% | -51.1% | +41.1% | -8.9% |
| 6M | -13.9% | -62.1% | +48.2% | -13.2% |
| YTD | +6.4% | -26.2% | +32.6% | +9.0% |
| 1Y | +9.6% | -32.6% | +42.1% | +12.3% |
| All | +9.6% | -33.0% | +42.5% | +12.3% |
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