+11.0%
MO vs ZM
+13.6%
-2.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -5.7% | +5.8% | -0.1% |
| 30D | +7.1% | -9.1% | +16.2% | +6.8% |
| 3M | -2.0% | +3.5% | -5.5% | -1.9% |
| 6M | +7.3% | +25.7% | -18.4% | +8.5% |
| YTD | +23.5% | +10.8% | +12.7% | +24.5% |
| 1Y | +11.0% | +12.8% | -1.8% | +10.4% |
| All | +11.0% | +13.6% | -2.6% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling