-58.5%
ZTS vs MOD
+300.6%
-359.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.8% |
| 7D | -2.0% | +9.6% | -11.6% | -2.4% |
| 30D | +1.9% | 0.0% | +1.9% | +1.8% |
| 3M | -4.0% | -35.4% | +31.4% | -2.1% |
| 6M | -39.1% | -7.3% | -31.9% | -39.5% |
| YTD | -38.8% | +45.8% | -84.6% | -40.7% |
| 1Y | -49.6% | +43.1% | -92.7% | -51.2% |
| All | -58.5% | +300.6% | -359.1% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling