+180.5%
MSTR vs ZM
+42.4%
+138.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.1% |
| 7D | -1.2% | -5.9% | +4.7% | +2.8% |
| 30D | -15.9% | -5.2% | -10.8% | -12.6% |
| 3M | +33.1% | -11.3% | +44.4% | +43.9% |
| 6M | -31.0% | -14.5% | -16.5% | -25.0% |
| YTD | -15.1% | +4.2% | -19.3% | -21.5% |
| 1Y | -45.6% | +9.3% | -55.0% | -52.0% |
| 3Y | +180.5% | +45.4% | +135.1% | +114.1% |
| All | +180.5% | +42.4% | +138.2% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling