+63.4%
ZM vs MAS
+105.1%
-41.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.8% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +0.7% | -5.6% | +6.2% | +2.1% |
| 3M | -3.7% | +4.4% | -8.1% | -5.5% |
| 6M | +29.9% | +7.2% | +22.7% | +25.5% |
| YTD | +17.4% | +16.1% | +1.3% | +10.2% |
| 1Y | +22.4% | +0.1% | +22.3% | +19.9% |
| 3Y | +41.3% | +28.3% | +13.0% | +26.5% |
| 5Y | -66.0% | +30.5% | -96.5% | -70.9% |
| All | +63.4% | +105.1% | -41.7% | +70.5% |
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