+278.0%
JBL vs MOS
-32.4%
+310.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | -12.3% | +21.6% | -33.9% | -16.5% |
| 30D | -20.2% | +12.0% | -32.1% | -22.6% |
| 3M | -30.6% | -3.9% | -26.7% | -30.6% |
| 6M | -35.8% | -3.3% | -32.4% | -36.1% |
| YTD | +4.9% | -4.6% | +9.6% | +3.5% |
| 1Y | +11.3% | -7.0% | +18.3% | +10.2% |
| 3Y | +89.1% | -24.4% | +113.5% | +91.5% |
| All | +278.0% | -32.4% | +310.3% | +232.0% |
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