+726.5%
MSTR vs ZM
+39.9%
+686.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | -10.7% | -1.0% | -9.7% | -10.3% |
| 30D | -21.6% | -7.0% | -14.6% | -18.8% |
| 3M | +24.4% | -15.2% | +39.6% | +33.8% |
| 6M | -35.5% | -16.8% | -18.7% | -31.0% |
| YTD | -20.3% | +5.4% | -25.7% | -23.6% |
| 1Y | -49.3% | +9.3% | -58.6% | -52.3% |
| 3Y | +137.8% | +46.5% | +91.3% | +101.7% |
| 5Y | +48.3% | -63.8% | +112.1% | +79.1% |
| All | +726.5% | +39.9% | +686.7% | +819.9% |
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