+326.8%
MSFT vs ZM
+48.0%
+278.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.0% | +0.3% | -1.4% | -1.1% |
| 30D | -2.7% | -10.3% | +7.6% | -1.0% |
| 3M | +22.1% | -0.7% | +22.8% | +22.0% |
| 6M | +20.6% | +24.8% | -4.2% | +15.7% |
| YTD | +2.3% | +11.5% | -9.2% | -0.3% |
| 1Y | -0.5% | +12.3% | -12.9% | -3.4% |
| 3Y | +50.5% | +33.5% | +17.1% | +40.7% |
| 5Y | +72.3% | -67.5% | +139.8% | +81.2% |
| All | +326.8% | +48.0% | +278.8% | +272.9% |
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 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