+179.1%
MS vs AZN
+23.5%
+155.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | +2.5% | -1.5% | +4.0% | +2.7% |
| 30D | 0.0% | -0.9% | +0.8% | +0.1% |
| 3M | +2.4% | -11.8% | +14.3% | +3.9% |
| 6M | +36.4% | -17.6% | +54.0% | +39.8% |
| YTD | +23.8% | -12.0% | +35.9% | +24.9% |
| 1Y | +48.6% | -0.9% | +49.5% | +46.3% |
| 3Y | +179.1% | +23.7% | +155.5% | +157.2% |
| All | +179.1% | +23.5% | +155.7% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling