+5.2%
AZN vs MSTU
-87.7%
+92.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.2% | +0.3% |
| 7D | -1.6% | -16.6% | +15.0% | -1.4% |
| 30D | +1.1% | +69.7% | -68.7% | +0.6% |
| 3M | -12.1% | -7.5% | -4.6% | -12.3% |
| 6M | -17.1% | -43.1% | +26.0% | -17.1% |
| YTD | -12.0% | -63.0% | +51.1% | -12.0% |
| 1Y | -0.2% | -93.8% | +93.6% | +0.4% |
| All | +5.2% | -87.7% | +92.8% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling