+5.1%
AZN vs MSTU
-86.5%
+91.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.6% | +7.0% | -1.6% |
| 7D | -1.5% | +16.1% | -17.6% | -1.6% |
| 30D | -0.9% | +68.7% | -69.5% | -1.3% |
| 3M | -11.8% | -11.0% | -0.9% | -12.0% |
| 6M | -17.6% | -33.4% | +15.8% | -17.7% |
| YTD | -12.0% | -59.5% | +47.5% | -12.1% |
| 1Y | -0.9% | -93.4% | +92.5% | -0.3% |
| All | +5.1% | -86.5% | +91.6% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling