+1,656.6%
MAS vs AZO
+46,683.3%
-45,026.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.0% |
| 7D | +2.0% | +1.5% | +0.5% | +1.5% |
| 30D | +19.4% | +13.0% | +6.4% | +14.7% |
| 3M | +9.4% | +4.8% | +4.6% | +7.8% |
| 6M | +15.3% | -9.2% | +24.5% | +18.5% |
| YTD | +31.3% | -5.2% | +36.5% | +32.6% |
| 1Y | +34.9% | -12.4% | +47.3% | +39.7% |
| 3Y | +58.6% | +23.4% | +35.2% | +44.4% |
| 5Y | +40.7% | +76.9% | -36.2% | +12.4% |
| 10Y | +220.4% | +339.6% | -119.2% | +84.5% |
| All | +1,656.6% | +46,683.3% | -45,026.7% | +248.2% |
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 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