+143.2%
MS vs AZO
+86.9%
+56.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | 0.0% | -5.1% | +5.1% | +1.0% |
| 3M | +3.0% | -7.2% | +10.2% | +4.1% |
| 6M | +35.7% | -20.7% | +56.4% | +42.1% |
| YTD | +23.3% | -14.2% | +37.5% | +26.0% |
| 1Y | +44.7% | -32.2% | +76.8% | +57.2% |
| 3Y | +178.0% | +11.1% | +166.9% | +155.4% |
| 5Y | +143.2% | +87.6% | +55.6% | +81.9% |
| All | +143.2% | +86.9% | +56.3% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling