+16.3%
AZN vs MOH
+43.5%
-27.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.1% |
| 7D | +7.1% | +8.9% | -1.8% | +7.2% |
| 30D | +17.8% | +11.0% | +6.8% | +18.0% |
| 3M | +15.7% | +11.0% | +4.7% | +16.0% |
| 6M | +3.1% | +12.7% | -9.6% | +3.6% |
| YTD | +2.7% | +24.8% | -22.2% | +4.0% |
| 1Y | +16.3% | +44.7% | -28.3% | +17.9% |
| All | +16.3% | +43.5% | -27.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling