+73.1%
MSFT vs ZM
-67.0%
+140.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.7% | +0.2% |
| 7D | -1.4% | +1.6% | -3.0% | -1.9% |
| 30D | -1.0% | -7.7% | +6.7% | +0.8% |
| 3M | +20.2% | -4.7% | +24.8% | +21.2% |
| 6M | +21.3% | +24.4% | -3.2% | +13.1% |
| YTD | +2.8% | +11.8% | -9.0% | -1.8% |
| 1Y | 0.0% | +13.4% | -13.4% | -5.2% |
| 3Y | +51.2% | +33.8% | +17.4% | +33.9% |
| All | +73.1% | -67.0% | +140.1% | +81.4% |
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