+1,150.1%
JBL vs MOS
+3.2%
+1,146.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -8.1% | +24.8% | -32.9% | -14.7% |
| 30D | -18.4% | +22.7% | -41.1% | -24.1% |
| 3M | -25.8% | -1.2% | -24.6% | -26.6% |
| 6M | -29.6% | +5.5% | -35.2% | -32.4% |
| YTD | +9.6% | -2.0% | +11.6% | +6.4% |
| 1Y | +14.1% | -7.9% | +22.0% | +12.6% |
| 3Y | +95.9% | -25.0% | +120.9% | +99.5% |
| 5Y | +298.3% | -27.7% | +326.1% | +280.1% |
| 10Y | +1,150.1% | -1.6% | +1,151.6% | +769.2% |
| All | +1,150.1% | +3.2% | +1,146.9% | +769.2% |
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