-11.4%
MSCI vs ZM
-67.8%
+56.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +1.1% | -2.4% |
| 7D | -2.1% | +1.6% | -3.7% | -2.5% |
| 30D | -1.7% | -7.7% | +6.0% | +0.3% |
| 3M | -8.2% | -4.7% | -3.6% | -7.5% |
| 6M | -2.4% | +24.4% | -26.9% | -10.0% |
| YTD | -2.8% | +11.8% | -14.6% | -8.2% |
| 1Y | -2.7% | +13.4% | -16.0% | -8.8% |
| 3Y | +7.3% | +33.8% | -26.5% | -7.4% |
| 5Y | -11.4% | -67.2% | +55.7% | +1.3% |
| All | -11.4% | -67.8% | +56.4% | +1.3% |
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 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