+182.7%
MS vs AZO
+11.4%
+171.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +1.7% | -0.8% | +2.5% | +1.7% |
| 30D | 0.0% | -5.1% | +5.1% | +0.4% |
| 3M | +3.0% | -7.2% | +10.2% | +3.5% |
| 6M | +35.7% | -20.7% | +56.4% | +38.8% |
| YTD | +23.3% | -14.2% | +37.5% | +24.6% |
| 1Y | +44.7% | -32.2% | +76.8% | +52.0% |
| All | +182.7% | +11.4% | +171.3% | +165.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling