+67.6%
MA vs AZO
+85.0%
-17.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.5% | -2.9% | -0.6% | -2.8% |
| 30D | +0.7% | -5.3% | +6.0% | +2.1% |
| 3M | +15.8% | -7.3% | +23.1% | +17.7% |
| 6M | +10.2% | -22.7% | +32.9% | +17.0% |
| YTD | -0.5% | -15.0% | +14.6% | +2.2% |
| 1Y | -1.8% | -32.2% | +30.4% | +7.9% |
| 3Y | +38.7% | +10.0% | +28.7% | +29.7% |
| 5Y | +67.6% | +85.8% | -18.2% | +25.7% |
| All | +67.6% | +85.0% | -17.3% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling