+187.5%
JBL vs MOS
-25.5%
+213.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +3.0% | +9.5% | -6.5% | +0.9% |
| 30D | -8.3% | +10.4% | -18.7% | -10.4% |
| 3M | -16.9% | +12.9% | -29.8% | -19.7% |
| 6M | +21.8% | +1.2% | +20.5% | +19.7% |
| YTD | +36.3% | +9.3% | +27.0% | +30.8% |
| 1Y | +49.5% | -18.0% | +67.5% | +53.8% |
| All | +187.5% | -25.5% | +213.0% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling