+1,173.9%
JBL vs MOS
-1.8%
+1,175.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.5% | +3.9% |
| 7D | +0.1% | +5.5% | -5.3% | -1.5% |
| 30D | -17.0% | +21.0% | -38.0% | -22.5% |
| 3M | -27.4% | -0.5% | -26.9% | -28.4% |
| 6M | -29.1% | +6.6% | -35.7% | -32.1% |
| YTD | +13.6% | -2.8% | +16.4% | +10.5% |
| 1Y | +22.8% | -8.1% | +30.8% | +21.2% |
| 3Y | +103.0% | -25.6% | +128.6% | +107.2% |
| 5Y | +307.4% | -29.8% | +337.1% | +292.4% |
| 10Y | +1,173.9% | +0.6% | +1,173.4% | +785.0% |
| All | +1,173.9% | -1.8% | +1,175.7% | +785.0% |
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