+5,471.3%
AZN vs MOS
+105.4%
+5,365.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | +1.6% | +24.8% | -23.2% | -1.0% |
| 30D | +17.3% | +22.7% | -5.4% | +14.5% |
| 3M | +15.3% | -1.2% | +16.6% | +15.1% |
| 6M | +2.1% | +5.5% | -3.4% | +0.9% |
| YTD | +2.6% | -2.0% | +4.6% | +1.7% |
| 1Y | +7.9% | -7.9% | +15.8% | +7.5% |
| 3Y | +55.8% | -25.0% | +80.8% | +56.8% |
| 5Y | +63.0% | -27.7% | +90.7% | +60.9% |
| 10Y | +343.2% | -1.6% | +344.7% | +294.6% |
| All | +5,471.3% | +105.4% | +5,365.8% | +4,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling