-37.8%
ZS vs MOD
-37.3%
-0.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.7% | -8.8% | -2.8% |
| 7D | -16.9% | -25.5% | +8.7% | -18.0% |
| 30D | -7.4% | -49.0% | +41.6% | -11.1% |
| 3M | +21.6% | -49.8% | +71.4% | +16.8% |
| 6M | +42.4% | -64.8% | +107.1% | +34.4% |
| YTD | -12.1% | -27.6% | +15.5% | -14.0% |
| 1Y | -37.8% | -35.2% | -2.6% | -39.1% |
| All | -37.8% | -37.3% | -0.5% | -39.1% |
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