-40.7%
ZS vs MOD
-35.8%
-4.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.2% |
| 7D | -13.4% | -17.8% | +4.4% | -14.2% |
| 30D | -16.6% | -43.2% | +26.6% | -19.5% |
| 3M | +10.3% | -46.0% | +56.4% | +6.3% |
| 6M | +28.1% | -62.2% | +90.4% | +21.1% |
| YTD | -13.3% | -22.8% | +9.5% | -14.6% |
| 1Y | -40.7% | -35.5% | -5.3% | -41.0% |
| All | -40.7% | -35.8% | -4.9% | -41.0% |
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