+400.7%
JBL vs MOS
-8.7%
+409.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +3.0% | +9.5% | -6.5% | +0.8% |
| 30D | -8.3% | +10.4% | -18.7% | -10.6% |
| 3M | -16.9% | +12.9% | -29.8% | -19.8% |
| 6M | +21.8% | +1.2% | +20.5% | +19.7% |
| YTD | +36.3% | +9.3% | +27.0% | +30.9% |
| 1Y | +49.5% | -18.0% | +67.5% | +53.7% |
| 3Y | +170.6% | -29.0% | +199.7% | +179.9% |
| All | +400.7% | -8.7% | +409.4% | +317.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling