+78.9%
ZTS vs MOD
+915.9%
-837.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.1% |
| 7D | -7.4% | +8.2% | -15.7% | -7.9% |
| 30D | +9.9% | -38.2% | +48.0% | +13.0% |
| 3M | +10.3% | -46.2% | +56.5% | +14.3% |
| 6M | +9.2% | -62.5% | +71.7% | +15.6% |
| YTD | -32.9% | -20.1% | -12.8% | -33.7% |
| 1Y | -29.7% | -29.7% | 0.0% | -30.0% |
| 3Y | -49.0% | +136.2% | -185.2% | -56.2% |
| 5Y | -59.3% | +820.4% | -879.6% | -70.2% |
| 10Y | +78.9% | +839.8% | -760.9% | +26.6% |
| All | +78.9% | +915.9% | -837.0% | +26.6% |
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 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