+37.8%
ZM vs MAGS
+186.6%
-148.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.0% |
| 30D | -7.7% | -0.1% | -7.6% | -7.6% |
| 3M | -4.7% | +3.8% | -8.5% | -6.3% |
| 6M | +24.4% | +13.2% | +11.2% | +17.1% |
| YTD | +11.8% | +4.7% | +7.0% | +9.2% |
| 1Y | +13.4% | +14.4% | -1.0% | +6.1% |
| 3Y | +33.8% | +128.6% | -94.7% | -16.4% |
| All | +37.8% | +186.6% | -148.9% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling