+180.2%
MSCI vs ZM
+55.9%
+124.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.8% |
| 7D | +0.4% | +2.9% | -2.6% | -0.1% |
| 30D | +0.6% | +0.7% | -0.1% | +0.3% |
| 3M | -7.1% | -3.7% | -3.4% | -6.8% |
| 6M | +0.8% | +29.9% | -29.0% | -4.3% |
| YTD | +1.0% | +17.4% | -16.4% | -2.9% |
| 1Y | +4.3% | +22.4% | -18.1% | -0.6% |
| 3Y | +9.9% | +41.3% | -31.3% | +0.8% |
| 5Y | -6.8% | -66.0% | +59.3% | -3.0% |
| All | +180.2% | +55.9% | +124.3% | +144.9% |
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