+5,473.9%
AZN vs MAS
+1,123.1%
+4,350.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.5% |
| 7D | +7.1% | +4.6% | +2.6% | +6.2% |
| 30D | +17.8% | +19.9% | -2.1% | +13.9% |
| 3M | +15.7% | +8.9% | +6.8% | +13.7% |
| 6M | +3.1% | +20.2% | -17.1% | -0.9% |
| YTD | +2.7% | +33.9% | -31.2% | -3.7% |
| 1Y | +16.3% | +34.7% | -18.3% | +8.9% |
| 3Y | +54.0% | +60.4% | -6.4% | +37.6% |
| 5Y | +63.2% | +43.5% | +19.8% | +46.4% |
| 10Y | +343.7% | +226.7% | +117.0% | +232.0% |
| All | +5,473.9% | +1,123.1% | +4,350.8% | +2,780.2% |
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 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