+362.8%
MSFT vs ZM
+39.9%
+323.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | +2.3% | -1.0% | +3.3% | +2.5% |
| 30D | -0.4% | -7.0% | +6.6% | +0.9% |
| 3M | +5.6% | -15.2% | +20.7% | +8.3% |
| 6M | +29.0% | -16.8% | +45.7% | +32.3% |
| YTD | +10.9% | +5.4% | +5.6% | +9.1% |
| 1Y | +6.2% | +9.3% | -3.1% | +3.8% |
| 3Y | +47.6% | +46.5% | +1.1% | +36.1% |
| 5Y | +67.9% | -63.8% | +131.8% | +76.0% |
| All | +362.8% | +39.9% | +323.0% | +308.0% |
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