+217.0%
MAS vs AZO
+334.9%
-117.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -1.8% | -2.6% | +0.8% | -0.8% |
| 30D | +23.6% | +11.7% | +11.9% | +18.5% |
| 3M | +12.4% | +6.4% | +6.0% | +9.8% |
| 6M | +21.9% | -5.5% | +27.4% | +23.8% |
| YTD | +36.1% | -4.5% | +40.7% | +37.1% |
| 1Y | +39.5% | -13.8% | +53.3% | +46.1% |
| 3Y | +59.1% | +19.8% | +39.3% | +43.0% |
| 5Y | +44.4% | +71.6% | -27.2% | +9.6% |
| 10Y | +217.0% | +331.5% | -114.5% | +70.2% |
| All | +217.0% | +334.9% | -117.9% | +70.2% |
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