+6,288.2%
MS vs AZO
+16,589.7%
-10,301.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | -0.3% | -2.7% | +2.4% | +1.0% |
| 3M | +0.3% | -3.2% | +3.5% | +0.7% |
| 6M | +31.3% | -19.7% | +51.1% | +43.5% |
| YTD | +24.7% | -12.0% | +36.7% | +29.2% |
| 1Y | +47.9% | -29.5% | +77.4% | +69.5% |
| 3Y | +178.3% | +17.3% | +161.0% | +141.6% |
| 5Y | +144.9% | +94.1% | +50.8% | +60.1% |
| 10Y | +804.5% | +303.3% | +501.2% | +286.1% |
| All | +6,288.2% | +16,589.7% | -10,301.5% | +573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling