+1,713.3%
JBL vs MOH
+1,358.8%
+354.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.1% | +4.6% |
| 7D | +2.4% | +1.7% | +0.7% | +2.0% |
| 30D | -13.1% | -0.9% | -12.2% | -13.1% |
| 3M | -15.6% | +5.7% | -21.3% | -17.1% |
| 6M | +24.6% | +39.1% | -14.6% | +14.6% |
| YTD | +39.6% | +17.7% | +21.9% | +30.6% |
| 1Y | +48.6% | +8.4% | +40.2% | +40.0% |
| 3Y | +197.3% | -36.6% | +233.8% | +200.0% |
| 5Y | +413.0% | -19.1% | +432.1% | +380.6% |
| 10Y | +1,543.9% | +262.8% | +1,281.1% | +897.5% |
| All | +1,713.3% | +1,358.8% | +354.5% | +500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling