+23.7%
JBL vs MOS
-16.2%
+39.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +17.4% | -22.2% | -6.6% |
| 7D | -11.1% | +17.9% | -29.1% | -12.9% |
| 30D | -14.1% | +1.6% | -15.6% | -13.8% |
| 3M | -23.9% | -4.0% | -19.9% | -23.2% |
| 6M | -24.1% | -4.1% | -20.0% | -23.8% |
| YTD | +13.5% | -7.8% | +21.3% | +12.2% |
| 1Y | +23.7% | -15.6% | +39.3% | +24.2% |
| All | +23.7% | -16.2% | +39.9% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling