+785.0%
MS vs AZN
+216.9%
+568.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | +1.7% | -2.9% | +4.6% | +2.5% |
| 30D | 0.0% | -3.1% | +3.1% | +0.8% |
| 3M | +3.0% | -14.4% | +17.4% | +6.8% |
| 6M | +35.7% | -19.5% | +55.2% | +42.8% |
| YTD | +23.3% | -13.8% | +37.1% | +26.8% |
| 1Y | +44.7% | -2.4% | +47.1% | +42.9% |
| 3Y | +178.0% | +21.3% | +156.7% | +153.8% |
| 5Y | +143.2% | +53.6% | +89.5% | +102.3% |
| All | +785.0% | +216.9% | +568.1% | +544.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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