+1,424.8%
JBL vs MOS
+8.6%
+1,416.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +3.0% | +9.5% | -6.5% | +0.1% |
| 30D | -8.3% | +10.4% | -18.7% | -11.4% |
| 3M | -16.9% | +12.9% | -29.8% | -20.8% |
| 6M | +21.8% | +1.2% | +20.5% | +19.0% |
| YTD | +36.3% | +9.3% | +27.0% | +29.3% |
| 1Y | +49.5% | -18.0% | +67.5% | +54.6% |
| 3Y | +170.6% | -29.0% | +199.7% | +183.5% |
| 5Y | +408.4% | -9.6% | +418.0% | +352.2% |
| All | +1,424.8% | +8.6% | +1,416.1% | +945.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling