+199.5%
ZTS vs MOD
+971.4%
-771.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -7.3% | -0.7% | -7.4% |
| 7D | +4.9% | -34.2% | +39.1% | +7.7% |
| 30D | +15.9% | -51.9% | +67.8% | +21.6% |
| 3M | +11.1% | -53.0% | +64.2% | +16.5% |
| 6M | -26.0% | -66.4% | +40.3% | -20.9% |
| YTD | -33.3% | -31.5% | -1.7% | -33.3% |
| 1Y | -30.3% | -39.6% | +9.2% | -29.8% |
| 3Y | -47.0% | +116.8% | -163.9% | -54.4% |
| 5Y | -59.7% | +713.8% | -773.5% | -70.3% |
| 10Y | +80.3% | +882.7% | -802.3% | +18.7% |
| All | +199.5% | +971.4% | -771.9% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling