+63.1%
AZN vs MAS
+39.2%
+23.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -0.1% | +2.0% | -2.1% | -0.4% |
| 30D | +16.4% | +19.4% | -3.0% | +13.5% |
| 3M | +15.7% | +9.4% | +6.3% | +14.1% |
| 6M | +0.8% | +15.3% | -14.5% | -1.8% |
| YTD | +2.5% | +31.3% | -28.9% | -2.4% |
| 1Y | +12.4% | +34.9% | -22.4% | +6.6% |
| 3Y | +53.4% | +58.6% | -5.2% | +40.4% |
| All | +63.1% | +39.2% | +23.9% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling