-59.2%
ZTS vs MOD
+828.3%
-887.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +1.0% | +16.1% | -15.1% | +0.4% |
| 30D | +12.4% | -38.5% | +50.9% | +14.7% |
| 3M | +13.6% | -46.8% | +60.4% | +16.6% |
| 6M | +9.3% | -61.6% | +70.9% | +13.9% |
| YTD | -32.6% | -20.5% | -12.0% | -33.6% |
| 1Y | -30.0% | -28.0% | -2.0% | -30.8% |
| 3Y | -48.7% | +134.9% | -183.7% | -56.1% |
| All | -59.2% | +828.3% | -887.4% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling