+23.7%
AZN vs MOS
-21.8%
+45.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -1.9% |
| 7D | -1.5% | +7.1% | -8.6% | -2.1% |
| 30D | -0.9% | +15.0% | -15.9% | -2.1% |
| 3M | -11.8% | +24.1% | -35.9% | -13.7% |
| 6M | -17.6% | +2.7% | -20.3% | -18.2% |
| YTD | -12.0% | +12.2% | -24.2% | -13.3% |
| 1Y | -0.9% | -16.3% | +15.4% | +0.3% |
| 3Y | +23.7% | -23.3% | +47.0% | +24.0% |
| All | +23.7% | -21.8% | +45.5% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling