+220.1%
AZN vs MOS
+12.0%
+208.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -2.9% | +1.7% | -4.6% | -3.0% |
| 30D | -3.1% | +11.7% | -14.7% | -4.0% |
| 3M | -14.4% | +23.2% | -37.6% | -16.1% |
| 6M | -19.5% | -1.6% | -17.8% | -19.8% |
| YTD | -13.8% | +10.8% | -24.6% | -14.9% |
| 1Y | -2.4% | -16.2% | +13.8% | -1.7% |
| 3Y | +21.3% | -24.2% | +45.5% | +21.9% |
| 5Y | +53.6% | -6.6% | +60.3% | +49.7% |
| 10Y | +220.1% | +16.3% | +203.8% | +191.6% |
| All | +220.1% | +12.0% | +208.2% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling