-32.1%
ZTS vs MOD
-37.3%
+5.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -3.1% |
| 7D | -0.4% | -25.5% | +25.1% | -1.3% |
| 30D | +11.7% | -49.0% | +60.7% | +10.8% |
| 3M | +3.5% | -49.8% | +53.3% | +2.5% |
| 6M | -27.6% | -64.8% | +37.1% | -27.4% |
| YTD | -35.5% | -27.6% | -7.8% | -37.9% |
| 1Y | -32.1% | -35.2% | +3.1% | -34.8% |
| All | -32.1% | -37.3% | +5.2% | -34.8% |
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