-6.4%
AZO vs MSTZ
-99.1%
+92.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.2% |
| 7D | -3.6% | +17.0% | -20.6% | -3.4% |
| 30D | -5.6% | -61.8% | +56.2% | -6.1% |
| 3M | -6.6% | -54.6% | +47.9% | -6.8% |
| 6M | -22.5% | -59.3% | +36.7% | -22.6% |
| YTD | -15.2% | -74.6% | +59.4% | -15.4% |
| 1Y | -33.9% | -18.8% | -15.1% | -33.0% |
| All | -6.4% | -99.1% | +92.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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