+1,525.1%
JBL vs MOH
+264.4%
+1,260.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.1% | +4.8% |
| 7D | +2.4% | +1.7% | +0.7% | +2.1% |
| 30D | -13.1% | -0.9% | -12.2% | -13.1% |
| 3M | -15.6% | +5.7% | -21.3% | -16.7% |
| 6M | +24.6% | +39.1% | -14.6% | +17.1% |
| YTD | +39.6% | +17.7% | +21.9% | +32.9% |
| 1Y | +48.6% | +8.4% | +40.2% | +42.4% |
| 3Y | +197.3% | -36.6% | +233.8% | +201.4% |
| 5Y | +413.0% | -19.1% | +432.1% | +381.3% |
| All | +1,525.1% | +264.4% | +1,260.7% | +1,081.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling