+38.3%
MAS vs AZO
+72.0%
-33.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.0% | +1.3% | +1.6% | +2.5% |
| 30D | +22.4% | +12.0% | +10.5% | +17.8% |
| 3M | +14.5% | +7.2% | +7.3% | +11.7% |
| 6M | +27.1% | -3.2% | +30.3% | +27.8% |
| YTD | +35.8% | -3.9% | +39.6% | +36.3% |
| 1Y | +39.4% | -14.7% | +54.1% | +45.8% |
| 3Y | +60.3% | +20.4% | +39.9% | +44.2% |
| All | +38.3% | +72.0% | -33.7% | +5.3% |
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 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