+49.9%
MSTR vs ZM
-65.8%
+115.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.2% |
| 7D | -1.2% | -5.9% | +4.7% | +3.6% |
| 30D | -15.9% | -5.2% | -10.8% | -12.0% |
| 3M | +33.1% | -11.3% | +44.4% | +46.2% |
| 6M | -31.0% | -14.5% | -16.5% | -24.5% |
| YTD | -15.1% | +4.2% | -19.3% | -23.4% |
| 1Y | -45.6% | +9.3% | -55.0% | -53.5% |
| 3Y | +180.5% | +45.4% | +135.1% | +85.4% |
| All | +49.9% | -65.8% | +115.7% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling