+13,624.1%
MA vs AZO
+3,163.3%
+10,460.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.0% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | +1.4% | -5.6% | +7.0% | +3.8% |
| 3M | +17.7% | -4.0% | +21.7% | +19.2% |
| 6M | +9.7% | -18.9% | +28.6% | +18.3% |
| YTD | +0.5% | -13.0% | +13.5% | +4.4% |
| 1Y | -2.1% | -30.4% | +28.4% | +11.5% |
| 3Y | +40.1% | +12.7% | +27.4% | +27.2% |
| 5Y | +67.5% | +89.6% | -22.1% | +17.4% |
| 10Y | +505.6% | +304.7% | +200.9% | +185.5% |
| All | +13,624.1% | +3,163.3% | +10,460.9% | +2,326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling