+74.2%
ZTS vs MOD
+911.6%
-837.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -3.7% |
| 7D | -0.4% | -25.5% | +25.1% | +1.2% |
| 30D | +11.7% | -49.0% | +60.7% | +16.4% |
| 3M | +3.5% | -49.8% | +53.3% | +7.6% |
| 6M | -27.6% | -64.8% | +37.1% | -23.1% |
| YTD | -35.5% | -27.6% | -7.8% | -35.8% |
| 1Y | -32.1% | -35.2% | +3.1% | -32.0% |
| 3Y | -49.1% | +137.1% | -186.2% | -56.4% |
| 5Y | -61.0% | +760.3% | -821.3% | -71.3% |
| All | +74.2% | +911.6% | -837.4% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling