+23.7%
JBL vs MOH
+53.5%
-29.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +8.9% | -13.8% | -3.9% |
| 7D | -11.1% | +14.3% | -25.4% | -9.8% |
| 30D | -14.1% | +16.7% | -30.8% | -12.6% |
| 3M | -23.9% | +18.3% | -42.3% | -22.6% |
| 6M | -24.1% | +15.8% | -39.9% | -22.6% |
| YTD | +13.5% | +30.5% | -17.0% | +15.1% |
| 1Y | +23.7% | +49.3% | -25.5% | +23.6% |
| All | +23.7% | +53.5% | -29.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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