-66.2%
ZM vs MAS
+32.0%
-98.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.5% |
| 7D | +2.9% | -0.8% | +3.7% | +3.3% |
| 30D | +0.7% | -5.6% | +6.2% | +2.9% |
| 3M | -3.7% | +4.4% | -8.1% | -6.7% |
| 6M | +29.9% | +7.2% | +22.7% | +22.5% |
| YTD | +17.4% | +16.1% | +1.3% | +5.3% |
| 1Y | +22.4% | +0.1% | +22.3% | +18.2% |
| 3Y | +41.3% | +28.3% | +13.0% | +11.9% |
| All | -66.2% | +32.0% | -98.2% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling