+503.0%
MA vs AZO
+296.8%
+206.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -1.7% | -3.6% | +1.8% | -0.6% |
| 30D | +1.7% | -5.6% | +7.2% | +3.6% |
| 3M | +17.2% | -6.6% | +23.8% | +19.4% |
| 6M | +13.3% | -22.5% | +35.8% | +22.2% |
| YTD | +0.2% | -15.2% | +15.4% | +4.1% |
| 1Y | -2.7% | -33.9% | +31.2% | +10.1% |
| 3Y | +39.1% | +11.8% | +27.2% | +28.6% |
| 5Y | +68.8% | +85.5% | -16.8% | +26.6% |
| All | +503.0% | +296.8% | +206.2% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling