+44.0%
AZN vs MSFU
+72.2%
-28.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.6% |
| 7D | -1.5% | -3.2% | +1.7% | -1.4% |
| 30D | -0.9% | -3.1% | +2.3% | -0.8% |
| 3M | -11.8% | +35.3% | -47.1% | -12.7% |
| 6M | -17.6% | +31.6% | -49.2% | -18.5% |
| YTD | -12.0% | -9.5% | -2.5% | -11.4% |
| 1Y | -0.9% | -18.4% | +17.6% | +0.3% |
| 3Y | +23.7% | +26.9% | -3.3% | +18.4% |
| All | +44.0% | +72.2% | -28.2% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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