-2.4%
AZN vs MTSI
+119.6%
-121.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.1% | -1.8% |
| 7D | -2.9% | +11.1% | -14.0% | -2.6% |
| 30D | -3.1% | -3.7% | +0.6% | -3.2% |
| 3M | -14.4% | -20.2% | +5.8% | -14.1% |
| 6M | -19.5% | +30.8% | -50.3% | -22.5% |
| YTD | -13.8% | +67.0% | -80.8% | -18.5% |
| 1Y | -2.4% | +120.4% | -122.8% | -11.0% |
| All | -2.4% | +119.6% | -121.9% | -11.0% |
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