+42.6%
ZM vs MAGS
+184.9%
-142.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +11.0% | +1.7% | +9.4% | +10.1% |
| 30D | +5.6% | -5.8% | +11.4% | +8.9% |
| 3M | -9.1% | +0.2% | -9.4% | -9.1% |
| 6M | -2.6% | -2.7% | +0.1% | -1.3% |
| YTD | +15.7% | +4.1% | +11.6% | +13.5% |
| 1Y | +18.8% | +7.5% | +11.2% | +14.7% |
| 3Y | +62.2% | +122.0% | -59.9% | +3.2% |
| All | +42.6% | +184.9% | -142.4% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling