+16.4%
AZN vs MTSI
+59.5%
-43.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.7% |
| 7D | +11.5% | -10.7% | +22.2% | +10.8% |
| 30D | +20.8% | -29.0% | +49.7% | +18.9% |
| 3M | +21.5% | -14.7% | +36.2% | +20.5% |
| 6M | +3.0% | -20.1% | +23.1% | +0.6% |
| YTD | +3.9% | +36.1% | -32.2% | -2.4% |
| 1Y | +16.4% | +61.7% | -45.3% | +6.8% |
| All | +16.4% | +59.5% | -43.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling