+5.3%
MSCI vs AZO
+72.0%
-66.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +2.7% | +1.3% | +1.3% | +2.3% |
| 30D | +17.4% | +12.0% | +5.5% | +13.6% |
| 3M | +14.8% | +7.2% | +7.6% | +12.4% |
| 6M | +16.1% | -3.2% | +19.3% | +16.6% |
| YTD | +16.0% | -3.9% | +19.9% | +15.8% |
| 1Y | +16.4% | -14.7% | +31.1% | +21.1% |
| 3Y | +35.3% | +20.4% | +14.9% | +20.9% |
| All | +5.3% | +72.0% | -66.7% | -23.4% |
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 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