+77.0%
ZTS vs MOD
+1,005.7%
-928.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.9% | -6.2% | +3.0% |
| 7D | -1.0% | -13.9% | +12.9% | -0.4% |
| 30D | +10.8% | -41.5% | +52.3% | +14.4% |
| 3M | +14.1% | -45.7% | +59.8% | +18.1% |
| 6M | +0.8% | -61.1% | +61.9% | +6.2% |
| YTD | -33.1% | -20.5% | -12.6% | -33.8% |
| 1Y | -30.0% | -32.1% | +2.1% | -30.1% |
| 3Y | -49.5% | +146.5% | -196.0% | -56.8% |
| 5Y | -60.2% | +812.7% | -873.0% | -70.8% |
| 10Y | +77.0% | +966.8% | -889.8% | +30.3% |
| All | +77.0% | +1,005.7% | -928.7% | +30.3% |
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