+4,753.5%
AZN vs MAS
+960.7%
+3,792.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.6% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | +0.7% | -5.6% | +6.3% | +1.7% |
| 3M | -10.5% | +4.4% | -15.0% | -11.7% |
| 6M | -19.3% | +7.2% | -26.5% | -20.9% |
| YTD | -10.6% | +16.1% | -26.7% | -13.9% |
| 1Y | +0.5% | +0.1% | +0.4% | -0.6% |
| 3Y | +25.9% | +28.3% | -2.4% | +17.2% |
| 5Y | +52.4% | +30.5% | +21.9% | +39.1% |
| 10Y | +220.8% | +139.1% | +81.7% | +154.1% |
| All | +4,753.5% | +960.7% | +3,792.8% | +2,476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling