+34.0%
ZM vs MAGS
+126.5%
-92.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | -10.3% | +0.4% | -10.7% | -10.4% |
| 3M | -0.7% | +5.6% | -6.2% | -3.0% |
| 6M | +24.8% | +12.3% | +12.5% | +18.3% |
| YTD | +11.5% | +5.1% | +6.4% | +8.8% |
| 1Y | +12.3% | +14.0% | -1.6% | +5.8% |
| All | +34.0% | +126.5% | -92.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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