+54.5%
AZN vs MOS
-7.1%
+61.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -1.8% |
| 7D | -1.5% | +7.1% | -8.6% | -2.0% |
| 30D | -0.9% | +15.0% | -15.9% | -2.0% |
| 3M | -11.8% | +24.1% | -35.9% | -13.5% |
| 6M | -17.6% | +2.7% | -20.3% | -18.1% |
| YTD | -12.0% | +12.2% | -24.2% | -13.3% |
| 1Y | -0.9% | -16.3% | +15.4% | -0.1% |
| 3Y | +23.7% | -23.3% | +47.0% | +23.9% |
| 5Y | +54.5% | -4.2% | +58.7% | +67.9% |
| All | +54.5% | -7.1% | +61.6% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling