+573.1%
AZN vs MTSI
+1,085.8%
-512.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +1.6% | -3.8% | +5.4% | +1.7% |
| 30D | +17.3% | -31.4% | +48.7% | +20.0% |
| 3M | +15.3% | -23.8% | +39.1% | +16.6% |
| 6M | +2.1% | -37.1% | +39.2% | +4.1% |
| YTD | +2.6% | +32.2% | -29.6% | -2.6% |
| 1Y | +7.9% | +26.9% | -19.1% | +2.6% |
| 3Y | +55.8% | +193.7% | -137.9% | +34.7% |
| 5Y | +63.0% | +218.0% | -155.0% | +37.6% |
| 10Y | +343.2% | +477.8% | -134.6% | +227.4% |
| All | +573.1% | +1,085.8% | -512.7% | +368.6% |
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