+171.3%
MS vs AZN
+55.7%
+115.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +0.8% | +1.6% | -0.8% | +0.7% |
| 30D | -0.7% | +17.3% | -18.0% | -2.1% |
| 3M | -12.4% | +15.3% | -27.7% | -13.5% |
| 6M | -1.7% | +2.1% | -3.9% | -2.0% |
| YTD | +8.0% | +2.6% | +5.4% | +7.2% |
| 1Y | +16.2% | +7.9% | +8.4% | +14.3% |
| 3Y | +171.3% | +55.8% | +115.4% | +145.2% |
| All | +171.3% | +55.7% | +115.6% | +145.2% |
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