+69.9%
MSI vs AZO
+10.0%
+59.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.4% | -3.6% | +3.2% | +0.4% |
| 30D | -0.8% | -5.6% | +4.8% | +0.5% |
| 3M | +13.9% | -6.6% | +20.6% | +15.5% |
| 6M | +1.3% | -22.5% | +23.9% | +6.8% |
| YTD | +22.3% | -15.2% | +37.5% | +26.2% |
| 1Y | -3.9% | -33.9% | +30.1% | +4.8% |
| 3Y | +69.9% | +11.8% | +58.1% | +61.8% |
| All | +69.9% | +10.0% | +59.8% | +61.8% |
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