+304.5%
MSTR vs ZM
+38.4%
+266.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.6% | -3.4% |
| 7D | +12.2% | +2.9% | +9.2% | +10.2% |
| 30D | +45.2% | +0.7% | +44.5% | +44.5% |
| 3M | +10.4% | -3.7% | +14.1% | +12.7% |
| 6M | -2.5% | +29.9% | -32.4% | -21.6% |
| YTD | -6.0% | +17.4% | -23.5% | -19.6% |
| 1Y | -56.4% | +22.4% | -78.8% | -64.2% |
| All | +304.5% | +38.4% | +266.0% | +182.7% |
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