+1,453.2%
MAS vs AZO
+43,293.3%
-41,840.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -5.6% | -2.7% | -2.9% | -4.7% |
| 3M | +4.4% | -3.2% | +7.6% | +5.3% |
| 6M | +7.2% | -19.7% | +26.9% | +14.7% |
| YTD | +16.1% | -12.0% | +28.1% | +20.1% |
| 1Y | +0.1% | -29.5% | +29.6% | +11.2% |
| 3Y | +28.3% | +17.3% | +11.0% | +18.6% |
| 5Y | +30.5% | +94.1% | -63.6% | +0.9% |
| 10Y | +139.1% | +303.3% | -164.2% | +41.6% |
| All | +1,453.2% | +43,293.3% | -41,840.1% | +215.5% |
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