+46.6%
ZM vs MOD
+526.6%
-479.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -1.0% | -17.8% | +16.8% | -0.3% |
| 30D | -7.0% | -43.2% | +36.2% | -5.0% |
| 3M | -15.2% | -46.0% | +30.8% | -13.2% |
| 6M | -16.8% | -62.2% | +45.5% | -14.0% |
| YTD | +5.4% | -22.8% | +28.2% | +5.3% |
| 1Y | +9.3% | -35.5% | +44.8% | +9.9% |
| 3Y | +46.5% | +128.2% | -81.7% | +39.1% |
| 5Y | -63.8% | +791.6% | -855.4% | -66.6% |
| All | +46.6% | +526.6% | -479.9% | +43.8% |
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