+327.5%
MSFT vs ZM
+46.9%
+280.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -3.5% | -2.7% | -0.7% | -3.1% |
| 30D | -2.1% | -10.0% | +7.9% | -0.5% |
| 3M | +24.2% | +1.6% | +22.6% | +23.6% |
| 6M | +21.9% | +25.0% | -3.1% | +16.9% |
| YTD | +2.5% | +10.6% | -8.2% | 0.0% |
| 1Y | -0.8% | +14.0% | -14.7% | -3.8% |
| 3Y | +50.8% | +32.5% | +18.3% | +41.1% |
| 5Y | +73.5% | -68.3% | +141.9% | +83.0% |
| All | +327.5% | +46.9% | +280.6% | +273.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling