+42.9%
MS vs AZO
-32.0%
+74.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | +1.7% | -0.8% | +2.5% | +1.6% |
| 30D | 0.0% | -5.1% | +5.1% | -0.4% |
| 3M | +3.0% | -7.2% | +10.2% | +2.6% |
| 6M | +35.7% | -20.7% | +56.4% | +34.1% |
| YTD | +23.3% | -14.2% | +37.5% | +24.1% |
| All | +42.9% | -32.0% | +74.9% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling