+4.8%
AZN vs MSTU
-88.1%
+92.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | +1.8% |
| 7D | -3.1% | -22.0% | +18.9% | -2.9% |
| 30D | +0.6% | +60.3% | -59.7% | +0.1% |
| 3M | -10.8% | -3.7% | -7.1% | -11.0% |
| 6M | -18.1% | -45.2% | +27.1% | -18.1% |
| YTD | -12.3% | -64.3% | +52.0% | -12.3% |
| 1Y | -0.2% | -94.0% | +93.8% | +0.5% |
| All | +4.8% | -88.1% | +92.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3y: compounded portfolio wealth divided by compounded MSTU 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…
3y analysis · Full analysis span regression · 6 months rolling