+354.8%
MSFT vs ZM
+53.5%
+301.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.2% |
| 7D | -1.3% | +11.0% | -12.3% | -3.1% |
| 30D | -1.8% | +5.6% | -7.5% | -2.9% |
| 3M | +5.6% | -9.1% | +14.8% | +7.0% |
| 6M | +29.8% | -2.6% | +32.4% | +29.7% |
| YTD | +9.0% | +15.7% | -6.6% | +5.5% |
| 1Y | +4.9% | +18.8% | -13.8% | +1.0% |
| 3Y | +46.2% | +62.2% | -16.0% | +32.5% |
| 5Y | +62.1% | -60.9% | +123.0% | +67.2% |
| All | +354.8% | +53.5% | +301.2% | +294.3% |
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