+8.9%
MSCI vs ZM
+38.4%
-29.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.9% |
| 7D | +0.4% | +2.9% | -2.6% | -0.2% |
| 30D | +0.6% | +0.7% | -0.1% | +0.2% |
| 3M | -7.1% | -3.7% | -3.4% | -6.9% |
| 6M | +0.8% | +29.9% | -29.0% | -5.2% |
| YTD | +1.0% | +17.4% | -16.4% | -3.5% |
| 1Y | +4.3% | +22.4% | -18.1% | -1.4% |
| All | +8.9% | +38.4% | -29.5% | -3.0% |
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