+101.8%
JBL vs MOS
-28.7%
+130.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.2% |
| 7D | +10.0% | -2.6% | +12.5% | +10.5% |
| 30D | -18.2% | +13.5% | -31.7% | -20.5% |
| 3M | -29.0% | -2.9% | -26.1% | -28.9% |
| 6M | -25.9% | -1.0% | -24.9% | -26.6% |
| YTD | +14.1% | -7.2% | +21.3% | +13.1% |
| 1Y | +21.7% | -11.4% | +33.1% | +21.7% |
| All | +101.8% | -28.7% | +130.5% | +108.6% |
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