+216.1%
MSCI vs ZM
+41.1%
+175.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | +1.5% | -0.3% | +1.7% | +1.5% |
| 30D | +14.4% | -6.2% | +20.6% | +15.5% |
| 3M | +15.2% | -12.2% | +27.4% | +17.5% |
| 6M | +11.2% | -16.0% | +27.2% | +13.8% |
| YTD | +13.9% | +6.3% | +7.7% | +11.3% |
| 1Y | +12.5% | +12.3% | +0.2% | +8.7% |
| 3Y | +32.3% | +51.2% | -18.9% | +19.9% |
| 5Y | +4.9% | -64.5% | +69.4% | +9.6% |
| All | +216.1% | +41.1% | +175.0% | +180.7% |
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