+757.4%
MSTR vs ZM
+41.1%
+716.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.5% |
| 7D | -4.0% | -0.3% | -3.7% | -3.8% |
| 30D | -18.6% | -6.2% | -12.5% | -16.1% |
| 3M | +25.6% | -12.2% | +37.8% | +33.1% |
| 6M | -33.1% | -16.0% | -17.0% | -28.6% |
| YTD | -17.3% | +6.3% | -23.6% | -21.0% |
| 1Y | -48.1% | +12.3% | -60.4% | -51.7% |
| 3Y | +154.2% | +51.2% | +103.0% | +112.9% |
| 5Y | +46.2% | -64.5% | +110.7% | +76.6% |
| All | +757.4% | +41.1% | +716.3% | +850.6% |
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