+48.1%
ZM vs MAS
+144.9%
-96.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -1.4% |
| 7D | -8.4% | +14.2% | -22.6% | -11.5% |
| 30D | -1.9% | +26.8% | -28.7% | -7.9% |
| 3M | -10.1% | +13.1% | -23.2% | -13.1% |
| 6M | -13.9% | +27.9% | -41.8% | -20.2% |
| YTD | +6.4% | +38.7% | -32.2% | -4.8% |
| 1Y | +9.6% | +40.4% | -30.8% | -2.4% |
| 3Y | +45.8% | +66.1% | -20.3% | +21.7% |
| 5Y | -67.5% | +47.4% | -114.9% | -73.5% |
| All | +48.1% | +144.9% | -96.8% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling