+490.7%
ZS vs MOD
+347.2%
+143.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.7% |
| 7D | -13.4% | -17.8% | +4.4% | -11.8% |
| 30D | -16.6% | -43.2% | +26.6% | -11.6% |
| 3M | +10.3% | -46.0% | +56.4% | +17.1% |
| 6M | +28.1% | -62.2% | +90.4% | +40.4% |
| YTD | -13.3% | -22.8% | +9.5% | -15.0% |
| 1Y | -40.7% | -35.5% | -5.3% | -40.7% |
| 3Y | +11.4% | +128.2% | -116.9% | -7.7% |
| 5Y | -42.2% | +791.6% | -833.8% | -59.0% |
| All | +490.7% | +347.2% | +143.5% | +404.2% |
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 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