+470.7%
MS vs ZM
+48.4%
+422.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.4% |
| 7D | +2.5% | +1.6% | +0.8% | +2.4% |
| 30D | 0.0% | -7.7% | +7.7% | +0.3% |
| 3M | +2.4% | -4.7% | +7.1% | +2.6% |
| 6M | +36.4% | +24.4% | +12.0% | +34.6% |
| YTD | +23.8% | +11.8% | +12.0% | +22.7% |
| 1Y | +48.6% | +13.4% | +35.3% | +47.2% |
| 3Y | +179.1% | +33.8% | +145.3% | +174.1% |
| 5Y | +144.8% | -67.2% | +212.0% | +122.8% |
| All | +470.7% | +48.4% | +422.3% | +452.9% |
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