+1,718.7%
MAS vs AZO
+46,699.1%
-44,980.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +3.6% | +0.5% | +3.0% | +3.5% |
| 30D | +23.8% | +9.4% | +14.4% | +20.3% |
| 3M | +14.4% | +4.9% | +9.6% | +12.7% |
| 6M | +19.7% | -8.0% | +27.7% | +22.5% |
| YTD | +36.0% | -5.1% | +41.1% | +37.2% |
| 1Y | +40.4% | -13.7% | +54.1% | +46.1% |
| 3Y | +58.9% | +19.1% | +39.9% | +46.5% |
| 5Y | +44.5% | +71.0% | -26.5% | +16.8% |
| 10Y | +214.8% | +331.1% | -116.4% | +82.4% |
| All | +1,718.7% | +46,699.1% | -44,980.4% | +260.5% |
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