+474.6%
MS vs ZM
+55.9%
+418.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.1% |
| 7D | +1.4% | +2.9% | -1.6% | +1.2% |
| 30D | -0.3% | +0.7% | -0.9% | -0.3% |
| 3M | +0.3% | -3.7% | +4.0% | +0.4% |
| 6M | +31.3% | +29.9% | +1.5% | +29.4% |
| YTD | +24.7% | +17.4% | +7.2% | +23.3% |
| 1Y | +47.9% | +22.4% | +25.5% | +45.9% |
| 3Y | +178.3% | +41.3% | +137.1% | +172.6% |
| 5Y | +144.9% | -66.0% | +210.9% | +122.0% |
| All | +474.6% | +55.9% | +418.7% | +455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling