+4,674.2%
AZN vs MSI
+1,418.5%
+3,255.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.5% |
| 7D | -1.5% | -5.8% | +4.3% | -0.6% |
| 30D | -0.9% | -1.0% | +0.1% | -0.7% |
| 3M | -11.8% | +14.2% | -26.0% | -13.7% |
| 6M | -17.6% | +1.0% | -18.6% | -18.0% |
| YTD | -12.0% | +21.5% | -33.5% | -15.0% |
| 1Y | -0.9% | -2.1% | +1.3% | -1.0% |
| 3Y | +23.7% | +69.3% | -45.7% | +13.0% |
| 5Y | +54.5% | +99.3% | -44.8% | +37.1% |
| 10Y | +218.2% | +595.0% | -376.9% | +132.1% |
| All | +4,674.2% | +1,418.5% | +3,255.6% | +2,503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling