+216.5%
AZN vs MSI
+605.3%
-388.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +1.1% | -0.8% | +1.8% | +1.2% |
| 3M | -12.1% | +13.9% | -26.1% | -14.9% |
| 6M | -17.1% | +1.3% | -18.5% | -17.8% |
| YTD | -12.0% | +22.3% | -34.3% | -16.6% |
| 1Y | -0.2% | -3.9% | +3.6% | +0.1% |
| 3Y | +26.8% | +69.9% | -43.1% | +9.2% |
| 5Y | +56.9% | +103.8% | -46.9% | +27.6% |
| All | +216.5% | +605.3% | -388.8% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling