+67.5%
MA vs ZM
-67.8%
+135.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.5% |
| 7D | -1.8% | +1.6% | -3.4% | -2.1% |
| 30D | +1.4% | -7.7% | +9.1% | +2.7% |
| 3M | +17.7% | -4.7% | +22.4% | +18.2% |
| 6M | +9.7% | +24.4% | -14.8% | +3.5% |
| YTD | +0.5% | +11.8% | -11.3% | -3.6% |
| 1Y | -2.1% | +13.4% | -15.4% | -6.6% |
| 3Y | +40.1% | +33.8% | +6.3% | +26.6% |
| 5Y | +67.5% | -67.2% | +134.7% | +66.3% |
| All | +67.5% | -67.8% | +135.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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