+37.5%
ZM vs MSI
+72.0%
-34.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.1% | +3.4% |
| 7D | +2.9% | -3.7% | +6.6% | +3.6% |
| 30D | +0.7% | +6.8% | -6.1% | -0.8% |
| 3M | -3.7% | +14.3% | -18.0% | -6.3% |
| 6M | +29.9% | -1.6% | +31.4% | +29.8% |
| YTD | +17.4% | +22.8% | -5.4% | +11.4% |
| 1Y | +22.4% | -1.1% | +23.5% | +22.8% |
| All | +37.5% | +72.0% | -34.5% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling