+47.9%
ZM vs MOD
+545.3%
-497.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.8% | +1.6% |
| 7D | -0.3% | -13.9% | +13.6% | +0.2% |
| 30D | -6.2% | -41.5% | +35.4% | -4.2% |
| 3M | -12.2% | -45.7% | +33.5% | -10.3% |
| 6M | -16.0% | -61.1% | +45.1% | -13.4% |
| YTD | +6.3% | -20.5% | +26.8% | +6.1% |
| 1Y | +12.3% | -32.1% | +44.4% | +12.6% |
| 3Y | +51.2% | +146.5% | -95.2% | +43.2% |
| 5Y | -64.5% | +812.7% | -877.2% | -67.3% |
| All | +47.9% | +545.3% | -497.4% | +44.9% |
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