+773.9%
MS vs AZO
+297.5%
+476.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.1% | -2.9% | +0.8% | -1.1% |
| 30D | -1.1% | -5.3% | +4.2% | +0.8% |
| 3M | +3.5% | -7.3% | +10.8% | +5.5% |
| 6M | +33.7% | -22.7% | +56.4% | +45.2% |
| YTD | +21.8% | -15.0% | +36.8% | +26.7% |
| 1Y | +41.1% | -32.2% | +73.4% | +59.6% |
| 3Y | +174.5% | +10.0% | +164.5% | +148.8% |
| 5Y | +140.7% | +85.8% | +54.8% | +67.5% |
| All | +773.9% | +297.5% | +476.5% | +364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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