+72.8%
MSFT vs AZO
+86.1%
-13.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -3.5% | -2.9% | -0.5% | -2.9% |
| 30D | -2.1% | -5.3% | +3.2% | -1.0% |
| 3M | +24.2% | -7.3% | +31.5% | +25.7% |
| 6M | +21.9% | -22.7% | +44.5% | +28.3% |
| YTD | +2.5% | -15.0% | +17.5% | +5.0% |
| 1Y | -0.8% | -32.2% | +31.5% | +7.6% |
| 3Y | +50.8% | +10.0% | +40.8% | +38.0% |
| All | +72.8% | +86.1% | -13.3% | +25.2% |
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