+49.1%
MSFT vs AZO
+10.2%
+38.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -3.5% | -2.9% | -0.5% | -3.3% |
| 30D | -2.1% | -5.3% | +3.2% | -1.8% |
| 3M | +24.2% | -7.3% | +31.5% | +24.5% |
| 6M | +21.9% | -22.7% | +44.5% | +23.8% |
| YTD | +2.5% | -15.0% | +17.5% | +3.2% |
| 1Y | -0.8% | -32.2% | +31.5% | +1.7% |
| All | +49.1% | +10.2% | +38.9% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling