+396.8%
MS vs ZM
+41.1%
+355.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +3.0% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -0.9% | -6.2% | +5.2% | -0.6% |
| 3M | -13.0% | -12.2% | -0.7% | -12.5% |
| 6M | -2.0% | -16.0% | +14.0% | -1.3% |
| YTD | +7.8% | +6.3% | +1.5% | +7.1% |
| 1Y | +17.9% | +12.3% | +5.6% | +16.8% |
| 3Y | +174.8% | +51.2% | +123.6% | +169.9% |
| 5Y | +119.9% | -64.5% | +184.4% | +102.5% |
| All | +396.8% | +41.1% | +355.7% | +382.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling