+745.5%
AZN vs MSCI
+3,191.3%
-2,445.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -1.1% | +3.0% | -4.1% | -1.7% |
| 30D | +13.8% | +17.8% | -4.0% | +9.8% |
| 3M | +17.3% | +15.2% | +2.1% | +13.6% |
| 6M | -1.7% | +16.5% | -18.2% | -5.5% |
| YTD | +1.4% | +16.4% | -15.0% | -3.0% |
| 1Y | +5.2% | +16.8% | -11.6% | +0.5% |
| 3Y | +52.6% | +35.8% | +16.9% | +38.5% |
| 5Y | +72.9% | +7.0% | +65.9% | +61.6% |
| 10Y | +333.0% | +818.6% | -485.6% | +135.2% |
| All | +745.5% | +3,191.3% | -2,445.7% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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