+338.0%
AZN vs MAS
+214.3%
+123.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +18.3% | +21.6% | -3.3% | +14.0% |
| 3M | +16.3% | +14.1% | +2.2% | +13.3% |
| 6M | -0.1% | +22.6% | -22.7% | -4.5% |
| YTD | +1.3% | +35.4% | -34.1% | -5.4% |
| 1Y | +6.2% | +37.5% | -31.2% | -1.2% |
| 3Y | +53.9% | +58.3% | -4.5% | +36.7% |
| 5Y | +72.8% | +39.1% | +33.7% | +55.0% |
| All | +338.0% | +214.3% | +123.7% | +224.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling