+135.4%
MAS vs AZO
+304.4%
-169.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.0% |
| 7D | +1.0% | -0.5% | +1.4% | +1.2% |
| 30D | -8.1% | -5.6% | -2.5% | -6.0% |
| 3M | +3.3% | -4.0% | +7.3% | +4.6% |
| 6M | +12.4% | -18.9% | +31.4% | +21.2% |
| YTD | +13.3% | -13.0% | +26.3% | +18.2% |
| 1Y | -4.7% | -30.4% | +25.7% | +8.4% |
| 3Y | +33.0% | +12.7% | +20.3% | +21.9% |
| 5Y | +33.9% | +89.6% | -55.8% | -3.3% |
| 10Y | +135.4% | +304.7% | -169.3% | +28.3% |
| All | +135.4% | +304.4% | -169.0% | +28.3% |
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