-29.3%
ZTS vs MOD
-6.2%
-23.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +27.9% | -26.8% | +1.6% |
| 7D | +5.6% | +40.4% | -34.9% | +6.4% |
| 30D | +12.1% | -14.0% | +26.1% | +11.9% |
| 3M | +11.3% | -33.3% | +44.6% | +11.4% |
| 6M | +14.3% | -51.4% | +65.7% | +15.9% |
| YTD | -31.9% | +1.6% | -33.5% | -34.4% |
| 1Y | -29.3% | +5.4% | -34.6% | -32.2% |
| All | -29.3% | -6.2% | -23.1% | -32.2% |
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