+51,852.9%
MSFT vs AZO
+42,241.4%
+9,611.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -2.7% | -5.1% | +2.5% | -1.3% |
| 3M | +22.1% | -7.2% | +29.3% | +24.1% |
| 6M | +20.6% | -20.7% | +41.3% | +27.3% |
| YTD | +2.3% | -14.2% | +16.5% | +5.4% |
| 1Y | -0.5% | -32.2% | +31.6% | +8.9% |
| 3Y | +50.5% | +11.1% | +39.4% | +41.9% |
| 5Y | +72.3% | +87.6% | -15.2% | +39.4% |
| 10Y | +885.0% | +302.9% | +582.1% | +531.7% |
| All | +51,852.9% | +42,241.4% | +9,611.5% | +9,730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling