+5,270.4%
MS vs AZN
+4,524.2%
+746.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.9% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -0.3% | +0.7% | -1.0% | -0.7% |
| 3M | +0.3% | -10.5% | +10.8% | +4.6% |
| 6M | +31.3% | -19.3% | +50.6% | +43.7% |
| YTD | +24.7% | -10.6% | +35.2% | +28.8% |
| 1Y | +47.9% | +0.5% | +47.4% | +43.0% |
| 3Y | +178.3% | +25.9% | +152.5% | +134.4% |
| 5Y | +144.9% | +52.4% | +92.5% | +80.8% |
| 10Y | +804.5% | +220.8% | +583.7% | +313.9% |
| All | +5,270.4% | +4,524.2% | +746.2% | +950.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling