-41.5%
ZS vs MOD
-33.2%
-8.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.4% |
| 7D | -13.7% | +8.2% | -21.9% | -13.3% |
| 30D | -14.2% | -38.2% | +24.0% | -16.6% |
| 3M | +8.5% | -46.2% | +54.8% | +4.4% |
| 6M | +30.2% | -62.5% | +92.7% | +22.6% |
| YTD | -13.8% | -20.1% | +6.3% | -15.2% |
| 1Y | -41.5% | -29.7% | -11.8% | -42.1% |
| All | -41.5% | -33.2% | -8.3% | -42.1% |
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