+832.0%
MSTR vs ZM
+48.4%
+783.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -2.4% |
| 7D | +9.3% | +1.6% | +7.7% | +8.7% |
| 30D | +36.5% | -7.7% | +44.2% | +41.4% |
| 3M | +7.3% | -4.7% | +12.0% | +9.3% |
| 6M | +2.2% | +24.4% | -22.2% | -8.3% |
| YTD | -10.2% | +11.8% | -21.9% | -16.1% |
| 1Y | -58.6% | +13.4% | -72.0% | -61.7% |
| 3Y | +283.2% | +33.8% | +249.3% | +234.7% |
| 5Y | +113.8% | -67.2% | +180.9% | +156.7% |
| All | +832.0% | +48.4% | +783.6% | +910.1% |
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