+4.9%
MSFT vs ZM
+18.3%
-13.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.4% |
| 7D | -1.3% | +11.0% | -12.3% | -4.2% |
| 30D | -1.8% | +5.6% | -7.5% | -3.4% |
| 3M | +5.6% | -9.1% | +14.8% | +8.1% |
| 6M | +29.8% | -2.6% | +32.4% | +28.8% |
| YTD | +9.0% | +15.7% | -6.6% | +3.8% |
| 1Y | +4.9% | +18.8% | -13.8% | -0.5% |
| All | +4.9% | +18.3% | -13.4% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling