+57.7%
AZN vs MKSI
+84.1%
-26.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | -1.6% | +2.7% | -4.2% | -1.7% |
| 30D | +1.1% | -12.8% | +13.9% | +1.8% |
| 3M | -12.1% | -22.5% | +10.4% | -11.4% |
| 6M | -17.1% | +19.4% | -36.5% | -19.7% |
| YTD | -12.0% | +67.7% | -79.7% | -17.2% |
| 1Y | -0.2% | +131.4% | -131.6% | -8.9% |
| 3Y | +26.8% | +197.3% | -170.6% | +10.4% |
| All | +57.7% | +84.1% | -26.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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