-10.9%
MSCI vs AZO
+85.0%
-95.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.9% |
| 7D | -4.7% | -2.9% | -1.8% | -3.9% |
| 30D | -2.2% | -5.3% | +3.1% | -0.6% |
| 3M | -9.7% | -7.3% | -2.3% | -7.9% |
| 6M | +0.3% | -22.7% | +22.9% | +7.8% |
| YTD | -3.5% | -15.0% | +11.6% | +0.1% |
| 1Y | -1.4% | -32.2% | +30.9% | +10.7% |
| 3Y | +6.6% | +10.0% | -3.4% | -2.8% |
| 5Y | -10.9% | +85.8% | -96.7% | -41.3% |
| All | -10.9% | +85.0% | -95.9% | -41.3% |
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