+70.0%
AZN vs MAS
+39.9%
+30.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | +3.0% | -4.1% | -1.5% |
| 30D | +13.8% | +22.4% | -8.6% | +10.4% |
| 3M | +17.3% | +14.5% | +2.8% | +14.8% |
| 6M | -1.7% | +27.1% | -28.9% | -5.8% |
| YTD | +1.4% | +35.8% | -34.4% | -4.2% |
| 1Y | +5.2% | +39.4% | -34.2% | -1.0% |
| 3Y | +52.6% | +60.3% | -7.6% | +38.7% |
| All | +70.0% | +39.9% | +30.2% | +48.0% |
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