+878.4%
MSFT vs AZO
+296.8%
+581.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.8% | -3.6% | +2.8% | +0.2% |
| 30D | +0.8% | -5.6% | +6.4% | +2.4% |
| 3M | +27.2% | -6.6% | +33.9% | +29.2% |
| 6M | +22.9% | -22.5% | +45.4% | +31.3% |
| YTD | +3.1% | -15.2% | +18.3% | +6.8% |
| 1Y | -0.3% | -33.9% | +33.7% | +11.3% |
| 3Y | +50.1% | +11.8% | +38.3% | +38.0% |
| 5Y | +74.6% | +85.5% | -10.9% | +32.4% |
| All | +878.4% | +296.8% | +581.6% | +514.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling