+197.3%
JBL vs MOH
-36.3%
+233.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.1% | +5.1% |
| 7D | +2.4% | +1.7% | +0.7% | +2.5% |
| 30D | -13.1% | -0.9% | -12.2% | -13.1% |
| 3M | -15.6% | +5.7% | -21.3% | -15.4% |
| 6M | +24.6% | +39.1% | -14.6% | +25.8% |
| YTD | +39.6% | +17.7% | +21.9% | +40.4% |
| 1Y | +48.6% | +8.4% | +40.2% | +49.2% |
| 3Y | +197.3% | -36.6% | +233.8% | +180.8% |
| All | +197.3% | -36.3% | +233.5% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling