+63.0%
AZN vs MTSI
+209.3%
-146.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +1.6% | -3.8% | +5.4% | +1.6% |
| 30D | +17.3% | -31.4% | +48.7% | +18.3% |
| 3M | +15.3% | -23.8% | +39.1% | +15.7% |
| 6M | +2.1% | -37.1% | +39.2% | +3.1% |
| YTD | +2.6% | +32.2% | -29.6% | -2.2% |
| 1Y | +7.9% | +26.9% | -19.1% | +3.0% |
| 3Y | +55.8% | +193.7% | -137.9% | +35.9% |
| 5Y | +63.0% | +218.0% | -155.0% | +30.5% |
| All | +63.0% | +209.3% | -146.3% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling