+5,484.3%
MS vs AZO
+18,094.1%
-12,609.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +3.7% | -1.7% | +5.4% | +4.5% |
| 30D | +2.0% | +12.4% | -10.4% | -3.7% |
| 3M | -12.6% | +6.8% | -19.3% | -15.7% |
| 6M | -0.3% | -4.6% | +4.4% | 0.0% |
| YTD | +9.0% | -4.1% | +13.1% | +7.8% |
| 1Y | +13.9% | -14.2% | +28.0% | +18.4% |
| 3Y | +173.6% | +20.3% | +153.3% | +134.1% |
| 5Y | +122.0% | +72.4% | +49.6% | +54.2% |
| 10Y | +551.2% | +333.4% | +217.8% | +167.7% |
| All | +5,484.3% | +18,094.1% | -12,609.8% | +462.0% |
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 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