+49.5%
JBL vs MOS
-15.9%
+65.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.1% | +0.1% |
| 7D | +4.4% | +7.1% | -2.7% | +3.1% |
| 30D | -8.4% | +15.0% | -23.5% | -10.8% |
| 3M | -14.2% | +24.1% | -38.3% | -18.3% |
| 6M | +29.6% | +2.7% | +26.9% | +27.1% |
| YTD | +37.1% | +12.2% | +24.9% | +30.1% |
| 1Y | +49.5% | -16.3% | +65.8% | +53.9% |
| All | +49.5% | -15.9% | +65.4% | +53.9% |
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