+61.0%
ZM vs MSI
+306.1%
-245.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +11.0% | +3.2% | +7.8% | +10.3% |
| 30D | +5.6% | +17.6% | -12.0% | +1.9% |
| 3M | -9.1% | +14.5% | -23.7% | -11.9% |
| 6M | -2.6% | +34.3% | -36.8% | -9.0% |
| YTD | +15.7% | +39.7% | -24.1% | +6.4% |
| 1Y | +18.8% | +40.2% | -21.4% | +9.1% |
| 3Y | +62.2% | +77.1% | -15.0% | +39.3% |
| 5Y | -60.9% | +124.0% | -184.9% | -69.1% |
| All | +61.0% | +306.1% | -245.1% | +15.4% |
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