+874.9%
MSTR vs ZM
+55.9%
+819.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.6% | -2.8% |
| 7D | +12.2% | +2.9% | +9.2% | +10.9% |
| 30D | +45.2% | +0.7% | +44.5% | +44.9% |
| 3M | +10.4% | -3.7% | +14.1% | +12.0% |
| 6M | -2.5% | +29.9% | -32.4% | -14.1% |
| YTD | -6.0% | +17.4% | -23.5% | -14.1% |
| 1Y | -56.4% | +22.4% | -78.8% | -61.0% |
| 3Y | +306.3% | +41.3% | +265.0% | +246.7% |
| 5Y | +100.5% | -66.0% | +166.5% | +136.2% |
| All | +874.9% | +55.9% | +819.0% | +934.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling