+503.2%
ZS vs MOD
+360.5%
+142.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.9% | -9.2% | -0.4% |
| 7D | -11.1% | -13.9% | +2.9% | -9.9% |
| 30D | -14.8% | -41.5% | +26.7% | -10.1% |
| 3M | +18.0% | -45.7% | +63.7% | +25.2% |
| 6M | +30.8% | -61.1% | +92.0% | +42.9% |
| YTD | -11.5% | -20.5% | +9.0% | -13.5% |
| 1Y | -37.8% | -32.1% | -5.7% | -38.2% |
| 3Y | +16.6% | +146.5% | -129.9% | -4.2% |
| 5Y | -43.6% | +812.7% | -856.3% | -60.1% |
| All | +503.2% | +360.5% | +142.6% | +413.2% |
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