+486.4%
AZN vs MTSI
+1,308.1%
-821.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.7% | -1.5% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | +0.7% | +2.1% | -1.3% | +0.3% |
| 3M | -10.5% | -29.7% | +19.2% | -8.6% |
| 6M | -19.3% | +12.5% | -31.8% | -21.2% |
| YTD | -10.6% | +57.0% | -67.6% | -15.5% |
| 1Y | +0.5% | +103.9% | -103.4% | -7.5% |
| 3Y | +25.9% | +223.6% | -197.7% | +9.0% |
| 5Y | +52.4% | +321.6% | -269.1% | +26.7% |
| 10Y | +220.8% | +517.7% | -296.9% | +138.1% |
| All | +486.4% | +1,308.1% | -821.7% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling