+220.1%
AZN vs MTSI
+571.2%
-351.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.1% | -2.2% |
| 7D | -2.9% | +11.1% | -14.0% | -3.7% |
| 30D | -3.1% | -3.7% | +0.6% | -3.0% |
| 3M | -14.4% | -20.2% | +5.8% | -13.4% |
| 6M | -19.5% | +30.8% | -50.3% | -22.4% |
| YTD | -13.8% | +67.0% | -80.8% | -18.9% |
| 1Y | -2.4% | +120.4% | -122.8% | -10.7% |
| 3Y | +21.3% | +260.4% | -239.1% | +3.9% |
| 5Y | +53.6% | +356.3% | -302.6% | +26.5% |
| 10Y | +220.1% | +581.1% | -360.9% | +127.5% |
| All | +220.1% | +571.2% | -351.0% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling