+40.4%
MSTR vs AZO
+72.0%
-31.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -13.4% | +1.3% | -14.8% | -14.0% |
| 30D | -22.1% | +12.0% | -34.0% | -26.5% |
| 3M | +15.0% | +7.2% | +7.7% | +10.5% |
| 6M | -37.3% | -3.2% | -34.1% | -37.3% |
| YTD | -26.5% | -3.9% | -22.7% | -26.4% |
| 1Y | -46.5% | -14.7% | -31.8% | -43.0% |
| 3Y | +121.1% | +20.4% | +100.7% | +77.4% |
| All | +40.4% | +72.0% | -31.6% | -21.0% |
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