+414.5%
ZS vs MOD
+744.5%
-330.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -5.0% |
| 7D | -7.8% | +9.6% | -17.4% | -8.8% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | +25.5% | -35.4% | +60.9% | +30.8% |
| 6M | +8.7% | -7.3% | +16.0% | +7.4% |
| YTD | -24.5% | +45.8% | -70.3% | -30.5% |
| 1Y | -36.7% | +43.1% | -79.8% | -42.0% |
| 3Y | +7.2% | +297.7% | -290.5% | -16.1% |
| 5Y | -40.9% | +1,478.8% | -1,519.7% | -60.6% |
| All | +414.5% | +744.5% | -330.0% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling