+744.9%
AZN vs MKSI
+2,222.5%
-1,477.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | -1.6% | +2.7% | -4.2% | -1.8% |
| 30D | +1.1% | -12.8% | +13.9% | +2.3% |
| 3M | -12.1% | -22.5% | +10.4% | -10.9% |
| 6M | -17.1% | +19.4% | -36.5% | -19.9% |
| YTD | -12.0% | +67.7% | -79.7% | -18.1% |
| 1Y | -0.2% | +131.4% | -131.6% | -10.5% |
| 3Y | +26.8% | +197.3% | -170.6% | +7.6% |
| 5Y | +56.9% | +87.0% | -30.1% | +36.8% |
| 10Y | +226.7% | +522.1% | -295.3% | +143.1% |
| All | +744.9% | +2,222.5% | -1,477.7% | +416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling