+4,630.3%
MS vs AZN
+5,171.7%
-541.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | -1.7% | -1.9% | +0.1% | -0.8% |
| 30D | +0.9% | +17.1% | -16.2% | -6.8% |
| 3M | -10.8% | +16.8% | -27.7% | -17.8% |
| 6M | +0.9% | +2.0% | -1.1% | -1.8% |
| YTD | +9.8% | +1.9% | +7.9% | +5.9% |
| 1Y | +17.1% | +5.2% | +11.9% | +11.0% |
| 3Y | +175.7% | +54.8% | +120.9% | +108.7% |
| 5Y | +125.9% | +62.4% | +63.4% | +62.1% |
| 10Y | +556.2% | +335.4% | +220.7% | +154.9% |
| All | +4,630.3% | +5,171.7% | -541.3% | +763.8% |
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