+176.8%
MS vs ZM
+61.1%
+115.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.3% |
| 7D | +5.1% | +11.0% | -6.0% | +2.6% |
| 30D | +5.7% | +5.6% | 0.0% | +4.3% |
| 3M | -12.2% | -9.1% | -3.0% | -10.7% |
| 6M | -0.5% | -2.6% | +2.1% | -0.7% |
| YTD | +9.8% | +15.7% | -5.8% | +3.4% |
| 1Y | +17.7% | +18.8% | -1.0% | +9.8% |
| 3Y | +176.8% | +62.2% | +114.7% | +142.8% |
| All | +176.8% | +61.1% | +115.8% | +142.8% |
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