+3.1%
AZN vs MSTZ
-99.2%
+102.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -1.9% |
| 7D | -2.9% | -23.6% | +20.7% | -3.0% |
| 30D | -3.1% | -60.7% | +57.7% | -3.5% |
| 3M | -14.4% | -58.3% | +43.8% | -14.7% |
| 6M | -19.5% | -60.0% | +40.5% | -19.6% |
| YTD | -13.8% | -75.2% | +61.5% | -13.9% |
| 1Y | -2.4% | -19.9% | +17.5% | -2.1% |
| All | +3.1% | -99.2% | +102.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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