+55.8%
AZN vs MTSI
+210.0%
-154.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +1.6% | -3.8% | +5.4% | +1.5% |
| 30D | +17.3% | -31.4% | +48.7% | +17.1% |
| 3M | +15.3% | -23.8% | +39.1% | +15.1% |
| 6M | +2.1% | -37.1% | +39.2% | +2.3% |
| YTD | +2.6% | +32.2% | -29.6% | -1.1% |
| 1Y | +7.9% | +26.9% | -19.1% | +4.1% |
| 3Y | +55.8% | +193.7% | -137.9% | +41.9% |
| All | +55.8% | +210.0% | -154.2% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling