+182.7%
MA vs ZM
+38.3%
+144.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +2.3% | -5.9% | +8.2% | +2.8% |
| 30D | +14.7% | -5.2% | +19.8% | +15.1% |
| 3M | +13.5% | -11.3% | +24.8% | +14.4% |
| 6M | +33.1% | -14.5% | +47.6% | +34.3% |
| YTD | +15.1% | +4.2% | +10.9% | +13.7% |
| 1Y | +18.7% | +9.3% | +9.4% | +16.8% |
| 3Y | +72.1% | +45.4% | +26.7% | +64.7% |
| 5Y | +92.8% | -66.0% | +158.8% | +88.7% |
| All | +182.7% | +38.3% | +144.4% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling