+1,152.0%
JBL vs MOS
+6.2%
+1,145.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.1% |
| 7D | -5.2% | +19.7% | -24.8% | -10.9% |
| 30D | -17.5% | +21.5% | -39.0% | -23.0% |
| 3M | -26.0% | -0.4% | -25.5% | -27.0% |
| 6M | -28.9% | +4.5% | -33.4% | -31.4% |
| YTD | +10.8% | -2.9% | +13.7% | +7.9% |
| 1Y | +18.3% | -7.7% | +26.0% | +16.7% |
| 3Y | +102.2% | -25.6% | +127.8% | +106.4% |
| 5Y | +303.2% | -31.2% | +334.4% | +291.4% |
| 10Y | +1,152.0% | +2.8% | +1,149.2% | +784.0% |
| All | +1,152.0% | +6.2% | +1,145.9% | +784.0% |
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