+5,526.8%
MS vs AZO
+18,013.2%
-12,486.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -1.7% | -2.6% | +0.9% | -0.5% |
| 30D | +0.9% | +11.7% | -10.8% | -4.4% |
| 3M | -10.8% | +6.4% | -17.2% | -13.9% |
| 6M | +0.9% | -5.5% | +6.4% | +1.6% |
| YTD | +9.8% | -4.5% | +14.3% | +8.9% |
| 1Y | +17.1% | -13.8% | +30.9% | +21.5% |
| 3Y | +175.7% | +19.8% | +155.9% | +136.4% |
| 5Y | +125.9% | +71.6% | +54.3% | +57.3% |
| 10Y | +556.2% | +331.5% | +224.7% | +170.3% |
| All | +5,526.8% | +18,013.2% | -12,486.4% | +467.5% |
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