+8.4%
ZS vs MOD
+135.8%
-127.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -5.2% | +16.1% | -21.3% | -7.0% |
| 30D | -15.5% | -38.5% | +23.0% | -10.9% |
| 3M | +9.0% | -46.8% | +55.8% | +16.4% |
| 6M | +32.2% | -61.6% | +93.8% | +46.1% |
| YTD | -14.1% | -20.5% | +6.4% | -19.2% |
| 1Y | -39.1% | -28.0% | -11.0% | -41.9% |
| All | +8.4% | +135.8% | -127.3% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling