+55.5%
ZM vs MSI
+253.0%
-197.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.6% |
| 7D | +1.6% | -5.8% | +7.4% | +2.9% |
| 30D | -7.7% | -1.0% | -6.7% | -7.6% |
| 3M | -4.7% | +14.2% | -18.8% | -7.6% |
| 6M | +24.4% | +1.0% | +23.4% | +23.5% |
| YTD | +11.8% | +21.5% | -9.7% | +6.0% |
| 1Y | +13.4% | -2.1% | +15.5% | +13.1% |
| 3Y | +33.8% | +69.3% | -35.5% | +15.9% |
| 5Y | -67.2% | +99.3% | -166.5% | -73.2% |
| All | +55.5% | +253.0% | -197.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling