+10.3%
ZM vs MOD
-33.9%
+44.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.8% | +1.7% |
| 7D | -0.3% | -13.9% | +13.6% | 0.0% |
| 30D | -6.2% | -41.5% | +35.4% | -5.2% |
| 3M | -12.2% | -45.7% | +33.5% | -11.4% |
| 6M | -16.0% | -61.1% | +45.1% | -15.6% |
| YTD | +6.3% | -20.5% | +26.8% | +8.6% |
| All | +10.3% | -33.9% | +44.2% | +13.8% |
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 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