+16.4%
AZN vs MAS
+40.8%
-24.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.9% | +1.9% |
| 7D | +11.5% | +14.2% | -2.7% | +9.3% |
| 30D | +20.8% | +26.8% | -6.1% | +16.8% |
| 3M | +21.5% | +13.1% | +8.3% | +19.0% |
| 6M | +3.0% | +27.9% | -24.9% | -1.4% |
| YTD | +3.9% | +38.7% | -34.8% | -2.3% |
| 1Y | +16.4% | +40.4% | -24.0% | +9.2% |
| All | +16.4% | +40.8% | -24.4% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling