+58.2%
ZM vs MOD
+548.4%
-490.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.5% | +4.4% | +7.7% |
| 7D | +6.8% | +8.2% | -1.4% | +6.4% |
| 30D | +0.1% | -38.2% | +38.3% | +2.0% |
| 3M | -7.5% | -46.2% | +38.7% | -5.4% |
| 6M | -8.4% | -62.5% | +54.1% | -5.4% |
| YTD | +13.7% | -20.1% | +33.8% | +13.4% |
| 1Y | +15.9% | -29.7% | +45.6% | +16.2% |
| 3Y | +58.0% | +136.2% | -78.2% | +49.8% |
| 5Y | -60.4% | +820.4% | -880.8% | -63.5% |
| All | +58.2% | +548.4% | -490.3% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling