-31.6%
ZS vs MOD
-33.0%
+1.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -21.4% | +21.1% | -1.4% |
| 7D | -12.3% | -31.3% | +19.1% | -14.0% |
| 30D | +11.2% | -46.1% | +57.3% | +7.2% |
| 3M | +37.5% | -51.1% | +88.6% | +31.7% |
| 6M | +57.8% | -62.1% | +119.9% | +50.0% |
| YTD | -0.2% | -26.2% | +26.0% | -2.4% |
| 1Y | -31.6% | -32.6% | +0.9% | -33.2% |
| All | -31.6% | -33.0% | +1.3% | -33.2% |
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