+46.5%
ZM vs MAS
+59.6%
-13.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -1.0% | +3.6% | -4.6% | -1.6% |
| 30D | -7.0% | +23.8% | -30.8% | -10.6% |
| 3M | -15.2% | +14.4% | -29.6% | -17.4% |
| 6M | -16.8% | +19.7% | -36.5% | -20.1% |
| YTD | +5.4% | +36.0% | -30.6% | -3.4% |
| 1Y | +9.3% | +40.4% | -31.0% | -0.9% |
| 3Y | +46.5% | +58.9% | -12.4% | +24.3% |
| All | +46.5% | +59.6% | -13.1% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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