-26.7%
ZTS vs MOD
-33.0%
+6.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -21.4% | +28.9% | +6.6% |
| 7D | +15.4% | -31.3% | +46.8% | +14.3% |
| 30D | +25.8% | -46.1% | +71.9% | +24.6% |
| 3M | +18.1% | -51.1% | +69.2% | +17.1% |
| 6M | -19.7% | -62.1% | +42.3% | -20.0% |
| YTD | -27.5% | -26.2% | -1.3% | -30.1% |
| 1Y | -26.7% | -32.6% | +5.8% | -29.6% |
| All | -26.7% | -33.0% | +6.3% | -29.6% |
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