+122.0%
MS vs ZM
-60.7%
+182.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.7% | +10.0% | -6.3% | +1.6% |
| 30D | +2.0% | -0.5% | +2.4% | +2.0% |
| 3M | -12.6% | -7.1% | -5.5% | -11.5% |
| 6M | -0.3% | -5.1% | +4.8% | -0.1% |
| YTD | +9.0% | +13.2% | -4.3% | +4.0% |
| 1Y | +13.9% | +15.3% | -1.5% | +8.0% |
| 3Y | +173.6% | +57.4% | +116.2% | +140.3% |
| 5Y | +122.0% | -61.7% | +183.7% | +92.6% |
| All | +122.0% | -60.7% | +182.6% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling