+0.5%
AZN vs MOS
-17.5%
+18.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.3% |
| 7D | 0.0% | +9.5% | -9.5% | -0.3% |
| 30D | +0.7% | +10.4% | -9.7% | +0.3% |
| 3M | -10.5% | +12.9% | -23.4% | -11.0% |
| 6M | -19.3% | +1.2% | -20.5% | -19.3% |
| YTD | -10.6% | +9.3% | -19.9% | -9.0% |
| 1Y | +0.5% | -18.0% | +18.5% | +0.6% |
| All | +0.5% | -17.5% | +18.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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