+181.3%
MS vs ZM
+42.8%
+138.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.5% |
| 7D | +1.4% | +2.9% | -1.6% | +0.7% |
| 30D | -0.3% | +0.7% | -0.9% | -0.6% |
| 3M | +0.3% | -3.7% | +4.0% | +1.0% |
| 6M | +31.3% | +29.9% | +1.5% | +20.8% |
| YTD | +24.7% | +17.4% | +7.2% | +17.0% |
| 1Y | +47.9% | +22.4% | +25.5% | +36.5% |
| All | +181.3% | +42.8% | +138.6% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling