+796.3%
AZN vs MOH
+1,358.8%
-562.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.6% | +0.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | +1.1% | -0.9% | +1.9% | +1.1% |
| 3M | -12.1% | +5.7% | -17.8% | -13.0% |
| 6M | -17.1% | +39.1% | -56.3% | -21.0% |
| YTD | -12.0% | +17.7% | -29.7% | -15.1% |
| 1Y | -0.2% | +8.4% | -8.6% | -3.2% |
| 3Y | +26.8% | -36.6% | +63.3% | +28.5% |
| 5Y | +56.9% | -19.1% | +76.0% | +52.5% |
| 10Y | +226.7% | +262.8% | -36.1% | +148.8% |
| All | +796.3% | +1,358.8% | -562.5% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling